I use Debian 8 Jessie and have to connect to a VPN server, Microsoft?. On a Windows machine I can connect directly using the Win10 VPN setup guide. I have no IP number to the server, only name. I have no experience at all with VPN and would greatly appreciate as detailed instructions as possible on how to set up a client for this purpose. Thanks!

No idea, since the setup will depend on what VPN server is RUNNING on the Microsoft server. You will need the same sorts of information to connect to ANY VPN server, and if all you have is a name only....you'll need to get details from your VPN administrator. You also need to tell us what desktop GUI you're using, as well as what network manager you're using. For example, in KDE, I can go into NetworkManager, and add a VPN connection, which will present me with a dialog box to import keys/etc.

Also, you need to realize that SERVICES are the same no matter WHAT OS the server is that they're running on. If you replace "VPN" with "HTTP" in your above question, would it make sense??? No...a web server obeys a standard, that ANY web browser on ANY platform can understand. Same with DNS, DHCP, etc...including VPN. Running an OpenVPN server on Windows, for example, has no bearing on what clients can connect to it....it's OpenVPN. Run an OpenVPN client on Mac, Android, Linux, etc., and it doesn't care...just that the protocols match, and credentials match.