Begin by accessing the SiteLock Control Panel through Client area. Step by step instructions are available in this guide.
Click on the VPN service as shown below:
The product page is displayed
Here you can access the download link for different devices shown in the top right hand corner:
Once the download finishes you will just need to run the executable to begin the installation on your device.
Click the orange "Instructions" button to download a usage guide to the VPN client.