Configure a new NAT adapter in Virtualbox network settings.

Start the VPN on Windows.
Start the VM.
> cd /etc/sysconfig/network-scripts
> sudo vi ifcfg-eth1
1 2 3 4 5 6 7 8 9 10 | DEVICE=eth1 NM_CONTROLLED=no ONBOOT= yes BOOTPROTO=dhcp DNS1=8.8.8.8 DNS2=8.8.4.4 TYPE=Ethernet USERCTL=no PEERDNS= yes IPV6INIT=no |
> sudo ifup eth1
Test connection to remote machine only available through the VPN
> ping engine1