A Windows Server with the Network Device Enrollment Service (NDES) role can be provisioned on-premises to support certificate deployment for non-domain Windows 10 Always On VPN clients. In addition, the Microsoft Intune Connector must be installed and configured on the NDES server to allow Intune-managed clients to request and receive certificates from the on-premises Certification Authority (CA) server.
Setup Wizard Ended Prematurely
When installing the Microsoft Intune Connector, the administrator may encounter a scenario where the setup wizard fails with the following error message.
“Microsoft Intune Connector Setup Wizard ended prematurely because of an error. Your system has not been modified. To install this program at a later time, run Setup Wizard again. Click the Finish button to exit the Setup Wizard.”
Cryptographic Service Provider
This error can occur if the NDES server certificate template is configured to use the Key Storage Provider cryptography service provider (CSP). When configuring the certificate template for the NDES server, the Legacy Cryptography Service Provider must be used, as shown here.
Additional Information
Deploying Windows 10 Always On VPN with Intune using Custom ProfileXML
Windows 10 Always On VPN Device Tunnel Configuration using Microsoft Intune
Deploying Windows 10 Always On VPN with Microsoft Intune
The Internet Key Exchange version 2 (IKEv2) VPN protocol is the protocol of choice for Windows 10 Always On VPN deployments where the highest levels of security and assurance are required. However, as I’ve written about in the past, often the 
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The Windows Server Routing and Remote Access Service (RRAS) includes support for the Secure Sockets Tunneling Protocol (SSTP), which is a Microsoft proprietary VPN protocol that uses SSL/TLS for security and privacy of VPN connections. The advantage of using SSTP for Always On VPN is that it is firewall friendly and ensures consistent remote connectivity even behind highly restrictive firewalls.
When deploying Windows 10 Always On VPN using Protected Extensible Authentication Protocol (PEAP) authentication with client certificates, administrators may find the VPN connection does not establish automatically. In this specific scenario the client is prompted to select a certificate to use to authenticate to the VPN server.
When deploying Windows 10 Always On VPN using Protected Extensible Authentication Protocol (PEAP) with client authentication certificates, the administrator may encounter a scenario in which the user can establish a VPN connection without issue, but when accessing internal resources they are prompted for credentials and receive the following error message.
Once Windows 10 Always On VPN has been deployed in production, it may be necessary at some point for administrators to deny access to individual users or computers. Commonly this occurs when an employee is terminated or leaves the company, or if a device is lost, stolen, or otherwise compromised. Typically, this means that user accounts and computer accounts in Active Directory are disabled, and any issued certificates are revoked. However, additional steps may be required to disconnect current VPN sessions or prevent future remote connections.
