VPN and similar tools can be used to access the official website if your Internet provider blocks it (but you shouldn’t live in a blacklisted country!) This will help you download the poker room client.
If VPN connects to a banned region server, you risk being banned automatically. Such restrictions are related to peculiarities of gaming licenses or specific countries’ legislation. Before registering an account, take the time to read the list of “denied” countries and select a server in the approved one.