Saw the VPN feature on the Opera developer and had to check it out. It seems fast and well thought out with the exception that it does not show up when using a Private Window. It could be also that the VPN button might just not be showing up on the Private Window. Has anyone gotten it working?

Well first go to sgunhouse's link and download the Opera developer for Windows.
Second look under the settings > Privacy & security > vpn
Check mark Enable VPN