This may be a topic for more of the people who use a computer for work thany any thing else. In simple form a virtual private network connection is a virtual connection to another network that really isn't local to you currently. Most virtual network connections are routed through the internet from remote places to login to work and work on file on the network.

They are also talked about on sites like this as a way to unblocking websites that your current work or school network blocks. All computers have network connections to them this is just creating a proxy setup to another network and telling your computer to route traffic through the vpn setup.

When considering a vpn as an unblocking solution you will want to look at your current network configurations and see if the protocols involved in the vpn connection are sufficient to your applications needs.