How to setup remote access on a Mac

I need to work remotely and connect to a company network from my Mac over the internet. How do I set this up? I've looked at different software such as OpenVPN and Tunnelblick. I'm not sure how to set up remote access. Any suggestions? Advice? Additional information: There is basically no IT department. So I would need to set up the server side solution as well if that is what is needed. More information: I basically need to use the database connection from inside the company network.