You need to have a Nokia VPN security policy server set up to configure the VPN client software.
The VPN software on the phone will not work without one. Such a security policy server comes with Nokia's VPN gateway server products.
Once configured, it should work with Nokia VPN gateways, FireWall-1, Cisco and presumably any other standard IPsec/L2TP VPN. But to get that far, you have to have the policy server, I'm afraid (at least until Nokia documents or produces some other tool to configure the VPN client).