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.

Who is supporting your network at your company? An "IT" department? You? An outside company/managed service provider (MSP)?

IT Dept - ask them if they can offer a VPN connection for remote access.

MSP - ask them if your firewall supports a VPN connection for remote access. If it does, ask them what is required to set it up (this may be billable).

You - you're probably in over your head. To start with, you need to know what kind of firewall you have.