When attempting to configure Anywhere Access (VPN and/or RWA options) on Server Essentials 2012/16, the wizard may fail at the final hurdle, producing the “helpful” message that: VPN was not configured successfully – and the option to retry (with no indication what the issue is/was!) or close the wizard (effectively cancelling the process).
What appears to be happening is that on the initial run there is a component of the underlying Routing & Remote Access function that gets installed but needs a server reboot before being accessible. Obviously it is too much effort for Microsoft to have included this in their instructions or in the dialogue, but a quick server reboot followed by a re-running of the wizard (you can skip the router and domain name config if completed previously) should allow it to complete successfully.