There was a blank line at the start of the file before #! /bin/sh, which declares which interpeter it has to use. With this blank line the init script will not work and will throw error "exit status 1", meaning the deamon doesn't start.
This simple edit to the file will fix that
Fixing error for Debian GNU/Linux 7
During install launching: $ debuild binary
Select your operating system below:
1: Linux
2: FreeBSD
3: Solaris
4: Mac OS X
5: OpenBSD
Which is your operating system (1 - 5) ? :
Wrong number.
make[1]: *** [configure_config] Error 1
make[1]: Leaving directory `/usr/local/src/SoftEtherVPN'
make: *** [binary] Error 2
debuild: fatal error at line 1333:
couldn't exec debian/rules: