Setting up VPN Clients, SoftEther Client , and OpenVPN Client
Installing Client software
There are many good step by step explanations on the internet for setting up SoftEther and OpenVPN Clients, for example,
https://hide.me/de/vpnsetup/windowsvista/softether/ , https://hide.me/de/vpnsetup/windowsxp/softether/
https://www.limevpn.com/how-to-use/w...-xp-softether/
https://hide.me/de/vpnsetup/windowsvista/openvpn/ , https://hide.me/de/vpnsetup/windowsxp/openvpn/
http://www.frostvpn.com/clients/know...indows-XP.html

You may find other guides on the internet, such as various YouTube tutorials

The start point is usually downloading the client Software. This can be a weak point in some of the available explanations: Referenced links may not exist or may have changed their format.
In addition, the working of different versions may be influenced by various operating system versions and/ or things may be effected by which Microsoft updates you have installed.
I am giving a working example in my explanations, so I will give and discuss the specific software that I used, and which finally lead to a working VPN.
I will update this section as I try out different versions.

.exe files to install Clients
SoftEther
XP Vista Windows7 Windows8.1
'softether-vpnclient-v4.30-9696-beta-2019.07.08-windows-x86_x64-intel.exe' https://app.box.com/s/got5jknov33p9x8ky8951d0dhxc0hac1
The above .exe File may not run on some Vista Computers. This alternative may work in those cases:
'softether-vpnclient-v4.22-9634-beta-2016.11.27-windows-x86_x64-intel.exe' https://app.box.com/s/nj2rk76riakcpyg280fax35nmb7jev1q
OpenVPN
Windows7 Windows8.1
'openvpn-install-2.4.7-I607-Win7.exe' https://app.box.com/s/bdlwnoan9f3a3re0ajs3x5mfoo4ibfud
XP Vista
'openvpn-install-2.3.18-I001-i686.exe' https://app.box.com/s/wykxqmh0c4wi9o2upoipzbo5z32zt16z
Note: In many literature it is suggested that the recent versions of the OpenVPN Connect Client are designed to function on Windows Vista, 7, 8, and Windows 10. In the practice , for Vista I have found that recent versions do not work, but the build given as still available for XP seems to work also for Vista. (The problem on Vista for the recent versions seems to be that a required "Tap adaptor" is not installed correctly. More on this on the detailed notes on the instillations).


Choose a Server provider / register an account
In the next posts a detailed discussion of the instillation and further steps necessary are discussed. In the course of this some details will be required of the Server that you are using. You will need to typically register an account with a VPN provider. This will be your choice, and there are many providers giving a paid and / or free service. Usually the initial registration is free and does not commit you to pay anything
You need to get yourself informed , and then maybe register with a few providers and possibly try their free service if they have one and possibly consider taking out a free trial period of a paid service. But this is your choice and responsibility. Be careful of trial periods where you have to give money up front, with a promise of returned money if you choose not to finally go with that provider**.
My recent experience and testing was not extensive. I tried the free account with hide.me whilst also trying out and looking at a few other providers, but I did not have time to look all other providers. I got good support, which has also continued after I paid for the premium service. I am happy to pay for a good service. But that is just personal choice.
One advantage of the hide.me option is that the free service the paid one works similarly, requiring the same Client software, and other steps if required are also similar, as is the case with using the SoftEther and OpenVPN way. So you can get your systems working before deciding if you want to part with any money. ( I was also given free use of their paid service, for a trial period. But this I think is decided on individual cases. My guess is that anyone appearing genuinely possibly interested with the paid service would be offered this trial period. Many others ask for money upfront, and there are reports of difficulty in getting that money back at the end of such a trial period**)






I recommend starting with SoftEther: It is slightly easier to install than OpenVPN, and usually requires less information from your provider.