The message you describe sounds like something I have seen when using the softether client and all the ports on the firewall are closed. Is that right? It probably also says it has used SE hole punching technology to traverse the nat? Nothing wrong about using that mode. Its just a warning message that the link might be unstable and you might get dropped.
To move beyond that you will need to choose the method of communicating with your server. LT2P/IPSEC, OPENVPN, SSTP, Softether client or something else and open ports etc. The softether client is a great way to go.
As there are no magic bullets you will need to learn about Softether and the various communication methods and move forward. The website has everything you need to know to configure your server. Start with the documentation link. Its very helpful. http://www.softether.org/4-docs .
As you will see the very first basic step is to port forward in your firewall at least one of the listener ports to your server. I would suggest something other than 443 as it seems to get the most scanning from the hackers of the world.