VPN network

How can I setup VPN network step by step? Can some me please in details, step by step wrote how can I setup VPN network? I read about this, download some programs, but not work. At last what I read about this is OpenVPN network wich must start from cmd, my comp become server, and on second comp I must, first connect to him then put a client for VPN on him. Can somebody send me all proceed? Thank you.
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That's a very big question.
All the documentation for OpenVPN server is on the OpenVPN website at openvpn.net/index.php/access-server/docs/quick-start-guide.html . Have a look there, follow their instructions and double-check that you did everything right.
Secondly, are you running the server natively under Linux or inside a virtual machine under Windows?
You also need to have a valid network path between your client and server endpoints across the internet, and whatever equipment you are using to do this needs to be set to allow VPN pass-through.