I found that on clear install of Fedora 24 VPN connections (with network manager) are not working out of the box.
There was no visible error, actually nothing happened, but when I typed:
journalctl -u NetworkManager
I received such error:
To fix it, You need to edit /etc/modules-load.d/netfilter.conf
and add lines:
nf_nat_pptp nf_conntrack_pptp nf_conntrack_proto_gre
after reboot it should work properly.