first you have to choose which kind of vpn you are going to use.
as far as i know pptp and openvpn are available with merlin's firmware.
And PPTP is already quite a long time not longer secure, so I don't recommend it to you.
But, there is always a but, with OpenVPN there can at least with apple's IOS devices, only be connected with tunnel. That means you still can access devices in the local LAN, but everything relying on broadcast traffic will certainly not work.
Setting up openvpn is very well documented at different places on the web. You need to make certificates, and import them. So where are you hitting the wall?