The only VPN function present on MFE is IPSec using IKE. This is no on-box, L2TP, PPTP, or SSL VPN functionality.
Secure Computing (the company McAfee bought) used to resell the SafeNet IPSec client, but stopped doing so long before McAfee bought them and essentially stopped providing official support for client-based IPSec VPN connectivity.
However, a number of MFE customers do still use the IPSec function for client-based connectivity and they use the "Shrewsoft" VPN client to do so.
If you search through the McAfee Knowledgebase or though this community forum you should be able to find information on how to configure the Shrewsoft client.
Thanks for your reply. If I am getting it right, McAfee doesn't support PPTP VPN on itself but will only allow it on its ACL rules?.
If you have a PPTP server on your internal network you can create ACLs to allow TCP port 1723 and Protocol 47 through to that server and it should work fine.