CI3 | Connect to remote database

You just put that servers local IP-adress instead of localhost/127.0.0.1, it's not much too it really. The hard part are setting up the VPN connection itself. Either you install VPN server/client softare on your server or you set up a Site-to-site VPN connection in your firewalls. It depends on your infrastructure.

As you need to connect to a MS Server, you can't use SSH tunnels. And that's a shame.