A network connection establishes a path between hosts.
Typically, from a client host and a client app, to a server host and a server app.
That client app might be a web browser, and connecting to a web server app.
(The client uses other network services on other servers—often including DHCP and DNS—to connect, too.)
That browser connection might use an IP connection (HTTP), or might use a secure path (TLS, HTTPS) connection, over IP.
A VPN is a specific type of network connection, and is used to secure apps that are not themselves using a secure path.
A secure connection might be TLS, or some other scheme.
In this case, ARD/VNC/RDP is something everybody on the internet searches for.
Not the least of which is because the unwary and the ignorant quite commonly set up servers.
These servers might be running ARD/VNC/RDP, and are variously configured with bad passwords.
Or insecure traffic, such as that found with insecure connections.
There are other protocols that are routinely sought, this mess is not limited to ARD/VNC/RDP.
Some folks still use telnet and FTP and HTTP.
Your Mac includes VPN client software for a few different VPN protocols.
There are add-on VPN client apps for other VPN protocols.
Here, a VPN client allows access to a VPN server.
That VPN server might be on the target host, or it might be on an intermediate host such as on the target network firewall.
That is, a network path. From one host, to another host.
A VPN can then—like other sorts of IP network paths—transport ARD/VNC/RDP, telnet, FTP, and HTTP traffic.
Wrapping the traffic in the VPN protects the path against sniffing.
Wrapping the traffic also prevents folks from accessing the VPN server without the necessary credentials.
Wrapping the traffic also means fewer ports are open on the target network. Quite possibly, just the VPN ports.
You’re entering into a more complex area of system and network admin here.
Running and securing a remotely-accessable server.
Which means you need to know about networks, networking, and security.
You now need to know more about the sorts of things that many of the folks running clients can ignore.
Clients are usually running a firewall or restricted services, and are usually behind a NAT firewall.
This means clients are far less accessible to remote users.
But these clients are dependent on remote servers for many of their own functions, including DHCP, DNS, and other servers.
Why do you need to know more? Because you’re starting to configure and manage and run servers and server apps.
You need to know a little more about how IP and DNS and TLS works, too.
Welcome to the deep end of the proverbial IP network pool.
For the pedants, yes, I’m playing slightly loose with the terminology.