Treat as experimental and use at your own risk, but I have been using it regularly for a long time without any observed problems in my everyday Pups. I have assembled a version of my Simple VPN implementation which I named "vpn-onoff". It is based around openvpn-2.4.10 compiled from source in FossaPup, with a dedicated yad for the tray icon also compiled from source. Thanks to jafadmin for the netinfo.yad script.
After installing the PET, usage is Menu > Network > VPN-Start to connect to VPN and Menu > Network > VPN-Stop to disconnect (or use the tray icon right-click).
Connection and disconnection takes some time, wait, observe the notifications, then click the OK in the dialog at the end of the process.
At the time of posting, this should connect to the free VPN service "cryptofree" by cryptostorm.is without needing any configuration. This service has no data limit, but the speed is restricted to some degree.
Beyond that, setting up VPN clients requires some configuration by the user. This is done inside the directory /etc/vpn-onoff using ROX, JWM and Geany as you would normally do with files in Puppy. See the README. There are some configuration files for vpnbook.com and FreeVPN.me which are 2 other free VPN services, but you need to switch the symlink and add in username and password. Other VPN services (free and paid-for) can be added if you are able to follow the instructions of the providers regarding openvpn configuration.