If you really want to see where VPN is used within Symbian, look in Settings > Connectivity > Settings > VPN, though it won't make much sense unless you have the right login details from a company IT department. Nokia has, as usual, full VPN instructions up for that dept.
You can find Nokia Mobile VPN in the Nokia Store here if it's not shown in your Store client for some reason. Just update it, we're only talking about a MB or so unpacked and you may need VPN at some point in the future, so best stay current.