I'm afraid I don't see any VPN documentation specific to Sonicwalls.
VPNs are basically a matter of ensuring that the settings on both sides are matched up with each other 100%.
You may be able to get some general guidance by following some of the documentation related to other devices, just keeping in mind that you'd need to determine where the appropriate Sonicwall settings are located.
It would be useful to know what kind of VPN tunnel you're trying to setup too, for example IPSec or OpenVPN. There are some general instructions for each on the Digi TransPort website, under TransPort documentation.
If this doesn't help, I suggest creating a support case with Digi.