I want to be able to connect to my VPN connection whenever I am connected to wifi, is it possible to add a shortcut on the home screen where the widget including wireless, Bluetooth, GPS, sync and brightness options is?
Yes. This is possible
Use 1-vpn app which lets you do this. But you have to pay for it (only a $0.90). If the payment is worth the burden you go through every time you connect, that's your best option. Alternatively you can use 5-vpn which is free and requires you to go through 5 taps to connect.
Your last alternative is VPN show which is only capable of taking you to your vpn settings screen.