On most recent Ubuntu versions at least, setting up a VPN, even into a Windows server is pretty easy. Just fill out the forms in the Networking / VPN connections / Configure VPN dialogs.
After setting up the actual VPN connection, you have to add a route (no idea why that isn't automatic). sudo route add server_local_ip dev ppp0 where server_local_ip is the local IP address of the server on the servers network. You may need to check "Avoid Automatically added Routes" in the VPN setup.
Mounting a Windows server share: Once the server can be pinged, you can mount a remote share: sudo mount -t cifs //server_loca_ip/share_name -o user=user_name,pass=password /media/user/share_name/ Where the user_name and password are for the remote server, not the local PC.
It may be necessary to add vers=2.0 (or 2.1, 2.2, 3.0) after the -o.
The mount point can even be a .wine/dosdevices drive location for access from Windows programs running under W.I.N.E. e.g.
sudo mount -t cifs //192.168.1.8/Ref ~/.wine/dosdevices//c:/Ref -o vers=2.0,user=username,pass=password
Note: Performance is NOT wonderful. Rsyncing content or working remotely via e.g. Remmina Remote Desktop Client is probably a good idea rather than trying to directly access files via VPN.