Good call, tweekah. When viewing the CP in Explorer, there's an link under "Pick a category" labeled "Network and Internet Connections". Clicking that goes to a page with the heading "Pick a task..." Under that heading, there's a link to "Create a connection to the network at your workplace" That opens the DUN connection wizard.
That still doesn't explain how the regular wizard disappeared from the Network Connections folder, nor why the steps in the KB article failed to resurrect it. But at least I can create a VPN connection.
Thanks for your help. If anyone has ideas about how to restore the New Connection Wizard icon under the Connections folder, please post.