There is VPN by Software and VPN by Hardware, I'll explain how VPN works by software.
The VPN (Virtual Private Network) is a powerful tool for the security of personal information. With VPN it's easier to send data from one point to another in the network without being exposed.
When a user establishes a VPN connection a secure communication channel / tunnel is created, using cryptographic and authentication techniques, thus allowing the reliable exchange of data over public networks.
VPNs also allow you to connect private networks. For example, if a company in London and a company branch in Porto want to build a single private network (New York + Porto) without hiring dedicated circuits. In addition to cost savings, reliability and stability, the use of Site-to-Site VPNs in this scenario will allow secure remote access between company and branch machines and vice-versa.
It depends. There are many VPN software on the internet whereby some are well known and trusted and others are poorly known and unreliable. It's as if you were using an alternative path, kept by unknown people, to reach your goal instead of following the road sure that everyone knows.
One of the alternatives is to use the TOR browser in terms of masking your IP, however the searches are slower due to going through multiple servers and shuffling your location.