Please notice that the following tutorial requires a jailbroken iPhone. The procedure is not straight forward at all and it is not recommended for inexperienced users.
First make sure your device is jailbroken. You can do this with tools like Sn0wbreeze or redsnOw. Next install GuizmOVPN GUI as seen below:
1 - Open Cydia and go to the "Search" tab and search for "GuizmOVPN"
2 - Select "GuizmOVPN" and click on "Install"
3 - Click on "Confirm"
4 - Click on "Restart SpringBoard"
5 - You're good to go !