If you have firewall between Internet and VPN server then following ports need to be opened (bidirectional) to allow VPN traffic to pass through: –

For PPTP:
IP Protocol=TCP, TCP Port 1723 – Used by PPTP control path
IP Protocol=GRE (value 47) – Used by PPTP data path

For L2TP:
IP Protocol Type=UDP, UDP Port 500 – Used by IKEv1 (IPSec control path)
IP Protocol Type=UDP, UDP Port 4500 – Used by IKEv1 (IPSec control path)
IP Protocol Type=ESP (value 50) – Used by IPSec data path

For SSTP:
IP Protocol=TCP, TCP Port 443 – Used by SSTP control and data path

For IKEv2:
IP Protocol Type=UDP, UDP Port 500 – Used by IKEv2 (IPSec control path)
IP Protocol Type=UDP, UDP Port 4500 – Used by IKEv2 (IPSec control path)
IP Protocol Type=ESP (value 50) – Used by IPSec data path