How to Set Up a VPN on Mac OS X | L2TP/IPsec

Download Certificate from your VPN provider
Press the Apple Key + Shift + U (Or navigate to the Utilities folder inside the Applications folder)
Import the certificate
. Open Keychain Access
. In the Keychains section, click System
. From the File menu, select Import, then select the certificate you downloaded. Enter your password, then type certificate password
. You will see two new certificates in the System Keychain. Double-click each certificate, click Trust, and change the drop-down to Always Trust

In System Preferences, click Network Settings
. Click the Apple then click System Preferences
. Under Internet & Wireless, click Network
Click + (the plus icon)
Select VPN for the interface, L2TP over IPSec for the VPN Type, and type a descriptive name for the Service Name
Click Create
Select the newly created VPN connection
Type your VPN Server Address
Type your Login or user in the Account Name field
Click Authentication Settings
. Enter your VPN Password in the Password field
. Under Machine Authentication, click the radio button for Certificate. Click the Select button and choose the client certificate
Click Advanced, check Send all traffic over VPN connection, then click OK
Click Apply