As I can see on their official website, the IDenium BioMetric Reader is just a simple application that installs on your Windows computer. There is no additional configuration that you need to set-up in order for it to work. Usually, the VPNs don't need additional configuration. If you have a client or use the built-in VPN client, you just need to connect and that's it. The network adapter will forward all the connections through the connected server. However, even VPN have limits which means that if you can't connect, there is probably a closed port. Contact the administrator of the VPN and ask him to open the ports required by IDenium BioMetric Reader.