Click on the up arrow (1) icon by the clock on the Windows taskbar to show hidden icons,  right-click on the blue shield icon (2), and select Connect to "JX VPN"



Enter in your Active Directory credentials (the same you use to sign in to your computer) and then CLICK on "Connect" (Hitting the Enter key instead of clicking Connect does not work)



You will then need to Open the FortiToken app from your phone and enter the 2-factor Token from the app



If you have connected successfully you will see the below screen in FortiClient and a popup appear in the bottom right corner of your screen


(This doesnt always happen...sometimes it just stays on the same screen but you are really connected)