Like a DMZ a VPN is a security concept, it is not a protocol (like SSH) nor a certain software package, There are multiple software packages available to set up a VPN between two or more hosts. They all use the Client-Server concept and usually are incompatible with one another. Have look at the OSI model and make yourself aware that the encryption can be applied at different layers of the communications stack.
If your hardware has some sort of Cryptographic Hardware Acceleration you should make sure it is supported by your OpenWrt and enabled.
strongSwan is a recommended IPsec implementation, though some of this documentation may be relevant for other configurations.
You may setup OpenWrt as an OpenConnect VPN client or server. This is a protocol based on SSL/TLS and datagram TLS and is compatible with CISCO's AnyConnect SSL VPN.
Not secure! PPTP is broken since 1997. See poptop security message.
vpnccompatible with Cisco's EasyVPN equipment