Does SBS 2011 Essentials not support the requires role for setting up VPN natively in Windows?
I did some poking around, and could find little on that since the help files are very new and sparse at this point. I do think that it is entirely possible that they limited or did away with the installation of RRAS, and that the only remote access they support on that edition is the Remote Web Workplace.
If you cannot find it under "Network Policy and Access Services", hit next, then under Roles Services, "Routing and Remote Access Services", the answer is probably no since I doubt they went out of their way to move it.
Post back what you find please.
There's a very complete guide to configuration here:
It seems to cover everything, including some best practice guidelines.