Windows 10 VPN client sounds good, but it requires you to get a third-party VPN client to use it. The Windows VPN client’s name is misleading because it helps you connect to the third-party VPN client and doesn’t actually function as a VPN client. The moral of this story is if you want the benefits of a VPN, you’ll have to do your research and get a VPN client that serves your needs. ExpressVPN and NordVPN have great reviews for Windows users.