SoftEther VPN User Forum

How VPN works, you could / should read in Wikipedia.
You need not install it in your mobile, just configure and run
existing VPN client. L2TP/IPSec will do.
By the way, "mobile" is just about size, not operating system or model.
If you have Android 7 smartphone, it connects to SoftEther VPN server just fine.
Version 4 cannot connect. What is in the middle (5, 6), I don't know.
Windows Mobile also has VPN client.

I cannot understand at all, what exactly do you want .
So I can tell you only:
- you cannot set up SoftEther VPN server on your mobile
- you need not set up SoftEther VPN client on your mobile,
or any other client in order to use some existing SoftEther VPN server
- if you want to setup your own SoftEther VPN server,
and connect to it with your mobile, you can download
Linux or Windows server distribution, and install server
on Linux or Windows PC inside your home, work, or VDS/VPS network.