Hi Sunil,
In Windows Server 2008 R2, the Microsoft Windows security auditing and the RemoteAccess events in event viewer will log related events about VPN connection. The Microsoft Windows security auditing logs the detailed information, such as, user, client machine.
If you have installed the Network Policy and Access Services, then you could find this two kinds of events in Custom Views->Server Roles->Network Policy and Access Services.
Best Regards,
Tina