You might be thinking of Dial-Up VPN, which was slow only because it was using a modem to connect. Like bercj said, your speed is dependant on both the company's connection to the internet and the client's connection to the internet.
As for how do the remote users setup and use the VPN clients, I would refer you to the particular technology you choose for your VPN solution.
Checkpoint & Netscreen both use a software that must be installed on every client. You must also create a user on the VPN server and the clients simply put in the address of your VPN server on the web and put in username / password to authenticate.
Beyond that, once authenticated, they can map drives and access network resources as if they were directly connected to the company network.
I have never used the built in VPN clients for windows, so I cannot say if they are good or bad.