Step 1: From the "Start Menu", select "Settings" (It may look just like a gear or can be accessed by searching for it)
Step 2: Click "Network & Internet"
Step 3: On the left hand side, select the "VPN" option
Step 4: Select "Add a VPN Connection"
Step 5: In the "VPN Provider" box, select "Windows (built-in)". Type in a descriptive name in the "Connection Name" box. In the "Server name or address" text box, type in the DNS Name or the IP Address that you are attempting to connect to. For "VPN Type" select "L2TP/IPsec with Pre-Shared Key". Below that, Insert the pre-shared key (Or Shared Secret) provided to you in the "Pre-Shared Key" Text Box.
Step 6: If you have credentials (User name and Password) with the client you're connecting to, enter them in the appropriate spaces and check the "Remember my sign-in info" box. Click the "Save" box at the end to continue.
Step 7: Returning to the VPN page, select the new VPN option you created and click the "Change Adapter Options" option.
Step 8: Select your VPN Connection and choose "Change settings of this connection"
Step 9: Select the "Security" tab. Make sure "Data Encryption" is set to "Require Encryption (disconnect if server declines)". Check the "Allow these protocols" box and select "Microsoft CHAP Version 2". Make sure nothing else is selected. Click "OK"
Step 10: Return to the VPN menu, select your new VPN connection and click "Connect". If you've followed these steps, the connection should be established.