McAfee NGFW supports IPsec but not PPTP VPN so if you configure PPTP VPN in Windows computer, that obviously cannot work. For IPsec VPN configuration, here's link to IPsec VPN section on latest SMC/NGFW online help:
There's also prior discussion with some instructions for configuring VPN client settings on Windows 8:
McAfee NGFW client-to-site VPN with Windows 8 native VPN client
We are required to provide a PPTP VPN for the developers of one of our applications. I was able to accomplish this with our Sidewinders by putting a Windows server in the DMZ and configuring it to negotiate PPTP from only their address. They were dropped onto the VPN burb with a specific range of addresses, so I just set rules to allow certain traffic from that range in the DMZ to their server.
I am still migrating to my new NGFWs and haven't set that piece up yet, but I'd imagine the same can be done.
It's best to not use PPTP if you can avoid it, though.