A VPN is a Virtual Private Network and is generally used by businesses to maintain a secured connection between the user and the business's server(s). Then there are VPN service providers on the internet who offer to mask your IP address so that your computer cannot be identified on the internet. I haven't found any use for these services.
Bottom line, if you go to Settings-->>General-->>VPN and you do not see any VPNs added then the VPN that you mentioned in your post is not there. We would really need to understand the source that it came from and in this case we probably won't.
It's off your iPhone now so I wouldn't worry about it at this point.
Axel F.