You need to create a VPN connection.

What should you do?

A.
From Windows Explorer, right-click Computer and then click Map network drive.

B.
From Windows Explorer, right-click Computer and then click Add a network location.

C.
From Network and Sharing Center, click Set up a new connection or network and then click Set up a new network.

D.
From Network and Sharing Center, click Set up a new connection or network and then click Connect to a workplace.

Explanation:
Virtual Private Networks
When you create a VPN connection, you need to specify the address of the VPN server that you are connecting to and your authentication credentials. You can create a new VPN connection in the Network And Sharing Center by clicking Set Up A New Connection Or Network and then Connect to a Workplace. When you create a new VPN connection, Windows 7 sets the VPN type to Automatic. You can configure a connection to use a specific VPN protocol, but if you do this, Windows 7 does not try to use other VPN protocols if the protocol you select is not available.