Where to find the server list?

The server list opens in a dedicated dialog window.
You may get there from the menu bar or by clicking the bottom panel button.

You can select server with any IP address and TCP/UDP port combination where checkbox is displayed.
Tick the checkbox and click Apply. The setting will be saved for the next program runs.

If you were already connected in the tunnel, disconnect and connect again. After clicking 'Disconnect' wait a few seconds before reconnecting to let your operating system return to stable state.

After successful connection the bottom panel should display the new IP address and corresponding country flag.