In my case I needed to access a PPTP VPN, the package that Ubuntu has to do so is pptp-linux (if you need another type of connection you should search for the word vpn in the package manager). Installing that package does not add options to the network manager. While you could configure the VPN by hand (by editing configuration files somewhere in /etc, depending on the installed VPN client), an easier way is to install a plugin for the network manager, and then use the network manager’s GUI to configure your VPN connections and to control use of to those VPN connections. For the pptp-linux the network manager plugin package is network-manager-pptp.