the firewall disables VPN, how to have both?

I can connect through the network administrator to my company’s VPN, but only if I stop the firewall.
There are no special settings in the firewall, default setting.
I don’t feel good when the firewall is disabled so how can I have both?
Is it the external VPN zone and what services should I allow? or is there any other settings?
the **VPN is PPTP
I read on another topic like this
"**For the firewall PPTP client, you must limit the connection tracking module ‘nf_conntrack_pptp’ to be loaded.
sudo modprobe nf_conntrack_pptp
You can use this module to be loaded at startup by creating /etc/modules-load.d/pptp.conf with the entry ‘nf_conntrack_pptp’. "
nothing in this /etc/modules-load.d folder
**How do I create the pptp.conf file and how do I add the entry ‘nf_conntrack_pptp’.

Thanks for the help!******