To add to the SoCalRacer's post, here's a template of a script I used to create Windows 10 VPN connections. It worked great. First, open a text editor of your choice. Then copy and paste the text below into it:
Add-VpnConnection -Name CONNECTIONNAME -ServerAddress VPNHOSTNAMEHERE -AuthenticationMethod Pap -force -L2tpPsk YOURVPNKEYHERE -PassThru -TunnelType L2tp
Change the variables CONNECTIONNAME, VPNHOSTNAMEHERE and YOURVPNKEYHERE to what they should be. Example: CONNECTIONNAME: VPN VPNHOSTNAME: my.vpn.com and VPNKE: vpnpassword, the script would look like this:
Add-VpnConnection -Name VPN -ServerAddress my.vpn.com -AuthenticationMethod Pap -force -L2tpPsk vpnpassword -PassThru -TunnelType L2tp
After you've changed the variables, save the file as a name, with the file extension PS1 at the end. For example, vpn.ps1. Then right click on it, and choose "Run with powershell". NOTE: A lot of text editors will default .txt at the end of the filename. So you may have to rename AFTER you've saved it.