A VPN is a virtual private network. It enables a computer or network-enabled device to send and receive data across shared or public networks as if it were directly connected to the private network, while benefiting from the functionality, security and management policies of the private network. A VPN is created by establishing a virtual point-to-point connection through the use of dedicated connections, virtual tunneling protocols, or traffic encryption.

​VPNs allow employees to securely access their company's intranet while traveling outside the office. Similarly, VPNs securely connect geographically separated offices of an organization, creating one cohesive network. OpenVPN is a very common VPN option.

You can build your own, or contact your internet provider for services to obtain a VPN. Unfortunately, you can't set up your own VPN on a VPS account, but you can on a Dedicated server account.