A passcode is a four-digit numeric code, a custom numeric code, or a custom alphanumeric code that you've set up for your iOS device.
This usually helps prevent other people from accessing or making any changes to your device including changes to your network settings i.e VPN. We don't keep this information on our end.
For more information about this, please refer to the link below.
If you still having problems setting up the VPN due to the lock above, please email us at email@example.com, and try to include any errors and a full description of the fault.