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The VPN app is called OpenVPN and sits at the top of your screen in the status bar.
When connected properly from off campus, the VPN icon displays a small green dot (it displays an orange dot when the computer is on campus).
Problem Scenarios
The OpenVPN icon is missing.
Try restarting the computer. This usually brings it back.
If not, look in Applications for OpenVPN and run the program to bring the icon back.
The OpenVPN icon displays an orange dot instead of a green dot.
Try restarting the computer. This usually restores the green dot.
If that didn't work, click the icon and then choose Connect.
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Once a year you will get a popup about renewing the VPN certificate. Click the Submit button to confirm the renewal.