Do I need any special software? What should I do to connect to a L2TP/IPSec VPN?
I would start with the built-in VPN software on the mac. You basically add a new network interface of the VPN kind.
Here's the quick tour:
- Open System Preferences
- select Network
- add a new VPN interface to match your server settings
The Finder help menu has several articles worth reading - the top 5 hits show how to understand, set up, use as well as basic troubleshooting. Apple's support site has more in-depth information if you need to learn how to set up a VPN server (it's geared to the OS X server, but the concepts are the same on any server and once you get the terminology, the button location won't matter so much)