A Virtual Private Network (VPN) is a computer network that uses a public network to transfer data. It connects computers in different locations so that they can communicate with each other as if they were in a LAN (Local Area Network). VPNs are often used to make it possible for those working off-site to access a company's network.
To use a VPN service you will usually need additional software, such as Cisco Anyconnect ir ShrewSoft. Your IT department should be able to tell you if and how you can use VPN.