for the file sharing server you set up a new advanced conenction in the control panel and the wizard pretty much does all the work for you.
after that's done, edit the file read permissions and possibly write permissions, set up the user accounts, set up the passwords, then give the bloody wankers the IP address so they can directly connect to it using their credentials.
what else is there to know about it do you think ive actually done this yet are you expecting more than theory
none of what you just said has anything to do with setting up a vpn.