Well its strange that why VPN is not configured in Kali Linux by default. Anyways If u want to connect to vpn in kali linux just run the following commands one by one and then everything will be under control.
Commands:
Code:
apt-get install network-manager-openvpn-gnome
apt-get install network-manager-pptp
apt-get install network-manager-pptp-gnome
apt-get install network-manager-strongswan
apt-get install network-manager-vpnc
apt-get install network-manager-vpnc-gnome
/etc/init.d/network-manager restart

If you want a free VPN.

Then visit this link http://www.bestukvpn.com to use this vpn service then go to network manager add vpn. Gateway will be bestukvpn.com or its ip address and username/password you can get on the site. leave domain blank

Do whatever but Stay Anonymous :-)

Sorry, due to time shortage i discussed things not in details but if you get any problem then contact me thanks.