there are basically 2 types of vpn. 1 is called ipsec which uses a client to communicate to the server and the other one is ssl vpn. In ssl vpn you use a browser to establish an initial communication with the server and then download a very small client to continue working.

there is one more type of vpn called site to site vpn which is run between 2 branch office sites... site to site vpn can only be run on routers / firewalls.