Please refer to this site: https://docs.aws.amazon.com/vpc/latest/adminguide/customer-gateway-windows-2012.html
Or, for other VPN vendor please refer to this: https://aws.amazon.com/vpn/ and https://docs.aws.amazon.com/vpn/index.html and https://docs.aws.amazon.com/vpc/latest/adminguide/Welcome.html
Best,
Doddi