How do I get SonicWALL Global VPN to work with Windows 8.1?
Upgrade to version 4.8.6.0826 which you can download from https://www.mysonicwall.com/firmware/FreeDownloads.aspx once you've become a registered member.
I contacted SonicWALL chat support and they provided me with a beta of a Windows 8.1-compatible Global VPN which reports itself as v4.8.6.0826. So far it appears to be working, although I did need to enable DHCP-over-VPN and set the VPN's virtual adapter to "DHCP Lease" (which assigns IP addresses to connected VPN clients) before I was able to remote desktop to any machines behind the firewall.
I also verified with SonicWALL technical support that the client that comes built-in to Windows 8.1 uses SSL VPN (compared to Global VPN which uses IPsec).