Windows 8 has built-in features that you can easly setup for Proxy and Vpn.

OpenVPN


Security:   
Speed:       
Overall:     


Requires installation app

Learn more

IKEv2


Security:   
Speed:           
Overall:     


No installation required

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IPSec L2TP


Security:   
Speed:       
Overall:     


No installation required

Learn more

Native Proxy


Security:           
Speed:       
Overall:         


SSL-Bump Proxy supported

Learn more

Firefox Proxy


Security:           
Speed:       
Overall:         


Requires installation app

Learn more