Here you will find how to setup L2TP/IPsec VPN protocol on Windows Phone 8.1. Setting up HeadVPN access under Windows Phone is simple. The following instructions go step-by-step through the creation process of a L2TP/IPsec VPN connection.
Swipe from the top to open Notification Centre and choose All Settings

From the list bellow choose Notifications & Actions

Choose the item you wish to replace with quick access to VPN (for ex. we choose Flight Mode).

Choose VPN from the list bellow

Now choose VPN from your quick access bar

Click Add button to add new VPN profile

Enter hostname or IP address of VPN server you wish to connect (the list of available IP’s you will find under your Client Area)

Now choose VPN protocol for your connection. Click on IKEv2 type

From the drop-down menu select L2TP with IPsec protocol

Choose type of identification to log in to VPN server. Click on Select an item

Choose Username + password + pre-shared key

Enter your VPN username, VPN password and pre-shared key: headvpn
You are DONE and ready to connect to HeadVPN network.

Enjoy HeadVPN service!