The icon is a globe. When you aren’t connected to the VPN, the icon will appear in a greyed-out state. When you are connected, the icon will change to a globe with a shield on it. You can click this ...
If you do not see this screen, you can double click the VPN icon within the ‘task bar’ ensure you have provided the correct details as stated in step 3 of ‘Setting up the installed client software’ ...