VPN Question?

It can be either way. You can use a VPN app or you can configure your router to use a VPN. There are some routers that have a pre-built VPN function that you can use.

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A vpn or virtual private network is a piece of software that open a tunnel between your pc and your works network to allow you direct access onto their network.It connects you to a vpn server on the computers at your work..

Using a VPN to connect to the internet allows you to surf websites privately and securely as well as gain access to restricted websites and overcome censorship blocks. VPNs aren't just for desktops or laptops -- you can set up a VPN on your iPhone, iPad or Android phone

Yes.  VPN software may be downloaded to your computer or some VPN software can even be downloaded then mounted on your router if you want to protect your entire network.

You can download and run VPN software; this will affect just the computer / smartphone it's running on.

To hide all your network devices behind the VPN tunnel you need to get a suitable firewall (device), put it behind your router using ethernet cables and possibly a switch, then establish the VPN connection in the firewall.

A VPN usually involves downloading a piece of client software to your computer.  You invoke this software whenever you want to use the VPN.

All network traffic going outside of your network has to go through the router.