VPN on a Windows VPS can be configured using Routing & Remote Access service but before that VPN module for the VPS need to be enabled from the host server or Main Hardware Node using following command.

After that reboot the container and user will able to enable RRAS service from within the container but while starting/enabling RRAS on a VPS it shows following Error:

As per SW-Soft/Parallels Engineers this a bug in Virtuozzo which has been fixed by the Virtuozzo Developer in Virtuozzo VZU450011 Update. This update can be installed using Virtuozzo Update Wizard (vzupdate.exe) and follow the instructions. This wizard will install all the recent Virtuozzo updates and hot-fixes in the correct sequence OR you can download and install it manually using following URL but make sure you have already installed all previous updates before installing any update manually.

You can read more about installing updates manually on Parallels KB