I have a little question.
Has Windows 10 IoT Core a VPN client or gives it as an app.
I will connect the raspberry to a external network.
Windows 10 IOT running on the rpi isn't intended to be a general purpose client operating system. The idea is to develop a program, send it to the rpi and the program runs. Windows 10 IOT is designed as a single-use operating system. (IE an IOT device) In this sense it is not as flexible as Rasberian since that opsys allows normal gui user activities.