I have a query do we have any option in Webgateway about configuring VPN authentication/Connection..My client requested for that .
If yes,please let me know how and where we can configure that..
MWG is authentication client not server. You can validate if proxy user is valid using NTLN/LDAP/KERBEROS/RADIUS server.
VPN client has to autheticate against VPN server not against proxy server.
This is some kind of misunderstanding.