I'm pretty sure you can just use the configuration files that 84k3nd mentioned within your preferred client. I prefer the openvpn client known as "openvpn".
It's a CLI program that is simple as fuck, if you have trouble then google will suffice. I know this works with VPNbook, it should be the same process. If not then holla at an OG!
Since you are new to Kali Linux, and I bet Linux as a whole:
root@kali:~# apt-get install openvpn