A VPN is short for Virtual Private Network and VPS is short for Virtual Private Server. Sounds similar, right? That is because they are closely related; to run and use a VPN it needs to be installed on a VPS. The VPS is not the device you are using but is, instead a separate hard disk drive that is often located offshore.
There are many ways to install a VPN on a VPS, most of them involve using Linux Operating System. First you will need to open an SSH (Secure Shell) connection on whichever server you choose to use. You will have to have root access. For windows users, you can use a program called PuTTY to open the SSH connection and then to set up your VPN Server.
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After you have set up your secure connection, you will need to install the required files. Once they have been downloaded, you can then begin the installation. This can also be done with a single command in PuTTY. Once the installation is complete you will be able to generate the required public encryption (RSA) files. After that, you will need to generate the required encryption key exchange parameters. Once that is done all that is left to do is to configure your VPN and then use it.