You have two options:
Use an eduVPN app
The easiest way is to use an eduVPN app. The following apps are available for these platforms:
When you start the app for the first time, select South Africa. You will then be asked to log in through your institution's single sign-on portal.
Afterwards, you can select the profile (eg a country) you want. Then click connect at the bottom of the page.
When your status is green, it means that your VPN is working (takes about 10 sec.)
Use your favourite client
You can also choose to download a VPN configuration file. You'll be asked to log in with your institutional credentials, and then you'll be able to access the config file.
Then open the configuration file with your favourite VPN client (for example, Tunnelblick).