First, you must have server/VPS
For this tutorial, I use Centos 6. 86_64x32
update your server

yum update -y

Install Development Tools 

yum groupinstall "Development Tools" -y

Install GCC & Libpcap

yum install gcc * -y
yum install libpcap * -y

 or alternative

yum install gcc -y
yum install libpcap -y 

Download packet softether

wget http://www.softether-download.com/files/softether/v4.10-9473-beta-2014.07.12-tree/Linux/SoftEther_VPN_Server/32bit_-_Intel_x86/softether-vpnserver-v4.10-9473-beta-2014.07.12-linux-x86-32bit.tar.gz

Extract file

tar xzvf softether-vpnserver-v4.10-9473-beta-2014.07.12-linux-x86-32bit.tar.gz

Now, open/enter to folder vpn server

cd vpnserver

Install softether using command:

make

Answer All question with number 1

And

cd ..

Move folder vpnserver to /usr/local

mv vpnserver /usr/local

Enter to folder vpnserver

cd /usr/local/vpnserver

Write this Command

chmod 600 *
chmod 700 vpncmd
chmod 700 vpnserver

Create file vpnserver in /etc/init.d/

vi /etc/init.d/vpnserver

enter/write this script, before that you just press i in keyboard, just use copy/paste

 #!/bin/sh
# chkconfig: 2345 99 01
# description: SoftEther VPN Server
DAEMON=/usr/local/vpnserver/vpnserver
LOCK=/var/lock/subsys/vpnserver
test -x $DAEMON || exit 0
case "$1" in
start)
$DAEMON start
touch $LOCK
;;
stop)
$DAEMON stop
rm $LOCK
;;
restart)
$DAEMON stop
sleep 3
$DAEMON start
;;
*)
echo "Usage: $0 {start|stop|restart}"
exit 1
esac
exit 0

exit editor mode/insert mode by press ESC and Press Shift + Z+Z
Now enter this command

chmod 755 /etc/init.d/vpnserver
/sbin/chkconfig --add vpnserver
/etc/init.d/vpnserver start

If success, you might seem like this

Download softether vpn server manager For Windows (admin) here
install softether vpn server manager (admin tools only) don't install VPN Server and bridge

After Install, press new setting, enter Setting Name, Ip address your server in host name and port (default 443) insert like this picture below

Choose setting and press Connect, If Connected. Your server are ready to use as vpn

Now, Insert Password for first use, remember your password.


Viola, you can setting openvpn, ipsec/l2TP. But We only setting for using softether vpn client.
Now, In vpn manage server, press create a virtual hub
Press ok and you just create a virtual hub. Select your virtual hub and choose Manage Virtual Hub.
Press, Virtual Nat and Virtual DHCP Server (SecureNAT).
Enable secure NAT and press SecureNAT Configuration

and use DNS DHCP for client.
Now press ok and exit your Softether VPN Server Manager



Finish, you can connect to your server by choose a new setting who you just entered.

Read Other Tutorial How To Connect Internet use Softether VPN Client Here

You don't have server? you can use softether available in vpngate.net

Update:
If error after use "make" command ( usr/bin/ld: cannot find crt1.o: No such file or directory /usr/bin/ld) use this command

yum install glibc-devel.i686 glibc-devel.x86_64  gmp-devel mpfr-devel

Sorry For My Bad English.
Watch Full Tutorial Video here