The VPN establishes a secure connection from the clients...to the host network. Basically you can sit at home...connect via VPN to the office..and your home PC is now securely connected to the office network.
The VPN provides this secured connection through the firewall.
If you setup some server to try to skip the VPN...the server would have to be multi-homed..and outside of the firewall with one of the NICs. You'd lose the security that the VPN allows you to have.
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