You have to make sure you choose a VPN server location in a country where it is not illegal, such as Switzerland, Spain, Poland, the Netherlands and Canada.
In Portugal, Italy, Malaysia, China, the USA, Australia, Russia, South Africa and Latvia are blocked torrents. Avoid a connection to these countries. Always make sure that you use a VPN provider that tracks a strict no-log logging so that your web traffic can not be passed on to third parties.
Basically, when using a VPN, you should always use a server location that is closest to your physical location where you are actually available. So if you live in the south of Germany and want to use torrents, Switzerland is closest. In the west of the Federal Republic, this would be the Netherlands and the East Poland. If you want to use a VPN server of another continent like the US or Canada, you should use a server on the country’s east coast, as this is closest to your physical location.