VPN and Antivirus

No, you don't need to install third-party AV. And most of us say you should not. See here for more information:

Effective defenses against malware and ot… - Apple Community

You only need a VPN if your company requires it for secure access to their servers.

No and no.

The only time you would use a VPN is when you are creating a secure tunnel to your workplace or other network. If needed, the network admin would provide assistance.

Security is built-in.