Your iPod touch can do almost everything your iPhone does, except calling of course. To setup VPN connection on iPod Touch and connect to this virtual network, do as follows: (It also applies to other iOS devices, including the iPhone 6, iPad Air and ...)
1. Open the Settings application and go to the General settings
2. Scroll almost all the way down and tap the VPN option
3. Tap the Add VPN Configuration option to create your new network
4. Tap the Type and choose the VPN Type you are going to create: PPTP, L2TP, IPSec, or IKEv2
5. Provide the required data, including the Server name, Username, and Password (You may contact your network administrator to get the needed credentials)
6. When you are all done, tap the Done to save your new VPN connection.
7. Now head back to the main view of the Settings and as you see, the VPN toggle button has been added there.
8. Simply toggle the VPN button On / Off to enable / disable VPN on your iPod Touch or other iOS running devices.