Make menuconfig.

Look for the line:

CONFIG_TUN=m

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in .config
If not present, add it.
It usually comes as a block here:
CONFIG_BLK_DEV_DM=y

CONFIG_DM_DEBUG=y

CONFIG_DM_CRYPT=y

# CONFIG_DM_SNAPSHOT is not set

# CONFIG_DM_MIRROR is not set

# CONFIG_DM_ZERO is not set

# CONFIG_DM_MULTIPATH is not set

# CONFIG_DM_DELAY is not set

CONFIG_DM_UEVENT=y

CONFIG_NETDEVICES=y

CONFIG_IFB=y

CONFIG_DUMMY=y

# CONFIG_BONDING is not set

# CONFIG_MACVLAN is not set

# CONFIG_EQUALIZER is not set

CONFIG_TUN=m

# CONFIG_VETH is not set

# CONFIG_PHYLIB is not set

CONFIG_NET_ETHERNET=y

CONFIG_MII=y

# CONFIG_AX88796 is not set

# CONFIG_SMC91X is not set

# CONFIG_DM9000 is not set

# CONFIG_ENC28J60 is not set

# CONFIG_ETHOC is not set

# CONFIG_SMC911X is not set

# CONFIG_SMSC911X is not set

# CONFIG_DNET is not set

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You can use the following code to quickly make a TUN module setting in a virgin .config:
sed s/'# CONFIG_TUN is not set'/'CONFIG_TUN=m'/ mconfig

cp mconfig .config[/code]