Go to http://www.softether-download.com/files/softether and download SoftEther Client for the right architecture.
> cd /tmp
> wget http://www.softether-download.com/files/softether/v4.18-9570-rtm-2015.07.26-tree/Linux/SoftEther_VPN_Client/64bit_-_Intel_x64_or_AMD64/softether-vpnclient-v4.18-9570-rtm-2015.07.26-linux-x64-64bit.tar.gz
> tar xf softether-vpnclient-v4.18-9570-rtm-2015.07.26-linux-x64-64bit.tar.gz