Hi @Georgia1, @Adam2104 is correct, there is no VPN server functionality on the switches, however I'm not sure if the requirement applies. All Meraki devices create and communicate an AES-256 encrypted SHA256-HMAC hashed tunnel to the Meraki Dashboard for all configuration and control plane traffic, which is in effect the "remote encrypted setup" you might be referring to.
All switches (and all Meraki devices in general) have a local status and configuration page, for example if you need to prime a switch with a static IP and default gateway, and that is done locally via a Management port (or a LAN port in an MS120 8-port switch), but beyond that, there is no way to configure a switch without it being both remote (via Dashboard) and encrypted (between switch and Dashboard).
Hope that helps! But let me know if I misunderstood the use case.