Have you installed the VPN software?
If so, continue:
2. Open the Pulse Secure client from the Start menu.
3. Start the connection by clicking the Connect button.
4. Enter JWU credentials when prompted and click "Connect."
5. Once connected a green check mark will be displayed in the connection dialog box.
The Disconnect button will be displayed. An icon is also displayed in the Notification Tray to indicate connection status:
6. Click "Connect." Wait several moments for the connection.
Open the application and click "Disconnect."
When successfully disconnected the green checkmark will disappear and the Connect button will reappear: