The firewall includes an IPSec tunnels feature which allows you to connect to certain types of Virtual Private Network (VPN).
Setting up a VPN environment is a complex topic, and it is only discussed here in brief. For full information on this topic, including advanced configuration scenarios for this and other platforms, refer to IBM RedBook SG24-5201-00: A Comprehensive Guide to Virtual Private Networks, Volume I: IBM Firewall, Server and Client Solutions.