How do I chain through VPN?

[robinsmidsrod]

iPXE has no specific support for VPN protocols. If you need to connect through a VPN, you need to set up the VPN connection in the router/gateway for the network where your iPXE clients live. Your iPXE clients then need to connect to an IP address that the router sends through the VPN to your secured network.

iPXE runs before any operating system is loaded, so it doesn't have access to any network adapters provided by your operating system. I would recommend you browse around on http://networkboot.org/ if you need to understand more of the fundamentals of both booting an x86 computer in general and network booting.