After looking at the above image it would have been quite clear to you what VPN does. But how to enable it on your iPhone? And the answer is below.

[How To] Set Up VPN On iPhone (or any iDevice) :

1. Go to
2. Set up an account (free or paid).
3. Open on your iPhone.
4. Go to General>Network>VPN.
5. Select "Add VPN Configuration".
6. Select the PPTP tab.
7. Fill in the information as shown below:

Description:           anything (eg. My VPN)
Server:                  Free: Paid:
Account:               The username that you used to sign up
RSA SecurID:         OFF
Password:            The password that you used to sign up
Encryption Level:  Auto (or Maximum)
Send all traffic:      ON


You can go  HERE and follow the instructions.