Need help in setting up a VPN server website

[emmynet]

Good day house, am sorry if this is not the right thread for such topic. I need help in setting up a VPN connection server website like worldvpn.com, mainvpn.com

i have been trying researching how this whole stuff work but still not get enough detail, am not planning competing with big dogs in the industry like hidemyass.com, worldvpn.com or mainvpn.com but i just dont want to be a reseller anymore so am thinking if it is possible to setup my own VPN server with my dedicated server hosting from hostgator. Please i need more and enough info please in achieving this project.