You would want to contact the router administrator. If you are the administrator, you would need to log in and find the all-important checkbox. You can reference the router manual for more details on where the checkbox might be.
On nearly ALL of the Cisco/Linksys SOHO routers, VPN Passthrough (IPSEC, PPTP and L2TP) are all on by default. That requires you to just fire up the router…