http://en.wikipedia.org/wiki/N..._monitoring_comparison
There are plenty of free tools.
OpenNMS / MRTG might be of interest,
though there are more basic / less capable / simpler options too.
If your server supports SNMP interface MIBs on the VPN interfaces you can monitor their statistics that way.
You can also probably monitor things in the Windows system event log and perhaps see things like connect / disconnect / authentication related events. You can remotely connect to the event data via standard windows networking configurations.
If the VPN runs as a service you can monitor the service as well depending on what software you use.
A snmp agent can monitor traps which might be configured to come from the individual servers SNMP subsystems (you'd have to enable these to send traps or be available for polling).
VPNs often have a "dead peer detection" capability via which they can poll the link status and reconnect or issue some alert / action when the peer is not responsive for a while.
Hardware based VPN gateways often support SNMP monitoring themselves.