From the update listing:
Nokia Mobile VPN is an IKE/IPSec based Virtual Private Network client that enables access to intranet services. Nokia Mobile VPN is compatible with various IKE/IPsec VPN Gateways.
v45.0.6 contains improvements to certificate chain parsing, earlier versions might have problems in the future with complicated certificate chain structures.
VPNs, in case you're curious, are the means by which corporate users can connect securely with their company's email and document servers.
Note that Nokia Mobile VPN is not a launchable application, so you won't find it at the application menu and you cannot launch it with the launch button. For more info, please see here: