You generally can't do that.
VPNs generally work at the network level and have little-to-no understanding of the specific application that is accessing the network, therefore they can't make decisions on a per-application level.
It might be possible to configure the VPN to route specific IP addresses (e.g. to your company's network) over the VPN, and let everything else go direct via something called Split Tunneling, but that's usually configured at the VPN server level and not something the user typically controls. It's still not application-based, though.
At the end of the day, though, depending on where you are in the world, an employer doesn't have the right to tell you what you can and cannot do with a personal device. If they want only known, trusted applications/devices to connect to their private network, it's up to the employer to provide you with a phone/device to do so, leaving you free to do whatever you want on your personal device.