Can not work any VPN free apps
I can\’t speak for VPN apps, but VPN is built-in with "no app necessary." I realize many people are used to the "there\’s an app for that", but in Windows Phone, many features are just built-in instead. Open Settings -> Network & Wireless -> VPN to set up a VPN. For more information, see here. While it is specifically for WP8, it is mostly the same idea, and the instructions aren\’t all there for Windows 10 Mobile as of yet.