Hello there Kye05,
Thanks for posting here on the Apple Support Communities! This is a place where other Apple users can submit questions or respond to others to help lend a hand. Let's take a closer look as we do our best to provide some additional insight.
We see you're getting a pop up in this application asking for a passcode. Since this isn't a macOS prompt, it looks like the password would be specific to this application. With that in mind, your best bet may be to contact the support for this specific application: VPN Proxy Master - Contact Us
We hope this helps get you pointed in the right direction.
Take care.