PiPO Ultra-U8 - Manual (Page 23)

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You may choose what ever screen lock you like, pattern, PIN, password.
Bellowing I select Pattern as an example.
Secondly, after setting the screen lock, you could add A new VPN.
Create your VPN name, input the server address, and then click ―save‖
[Input What ever name you want to show on the VPN]
And then input your VPN account and password