When you setup a VPN connection, an entry is created in Control Panel\Network and Internet\Network Connections. From there, a shortcut for that connection can be placed on the desktop.
I tend to establish a VPN connection and then use RDC whenever I wish to access my home computer remotely so my Windows7 laptop has the two icons side by side.
Moving up to Windows8, its a breeze to place the RDC tile on the Start screen but I'm stumped on how to get the Network Icon onto the Start screen. Is it possible and if so how?