VPN is one where you take advantage of an existing network like the Internet and build a private subnetwork to 'tunnel' through from one computer to another computer. This is frequently called 'remote connection' from your mobile computer back to a computer, called server, that you controlled and is private.
To do this:
1) You mobile computer must enable special software that can do the remote connection to the server. Late versions of Windows OS has such ability but you must turn it on.
2) You server similarly must run the corresponding remote connection software, but the server side is more complicated because it has the additional responsibility to talk to network gear to enable the VPN, and to establish security. Only Windows Server OSs have such capability.
3) In-between the above is the router that permits such a tunneling network connection to be established. All consumer routers do not permit it. Some 'prosumer' routers do, but the firmware inside is really rough and implement only a subset of all necessary VPN functions. You will likely run into complications. Only business class routers that specifically implements the FULL SET of VPN protocols permit trouble-free VPNs. (Check Cisco) Also, the router side VPN protocols must also talk to the server side VPN protocols correctly, meaning the VPN router must be compatible to the Windows Server OS in question.
4) For you to establish a VPN, the IP address of both ends must be fixed. This is true for enterprise because they buy expensive business Net services which deliver fixed IP addresses. But consumer Net service never deliver fixed IP addresses - they dynamically assign IP addresses. Without fixed IP address, doing a VPN is all but impossible.
VPN can be straightforward (if you are lucky), but likely a challenge for novice.