There are three different ways to make a connection between Kodi and your VPN.
Using the VPN software on your computer: Click on the “On” button. All your Kodi data traffic will now go through the VPN.
Using a Kodi add-on: After installing the add-on, fill in your login details for the VPN and click on Activate.
Using a router: Once the VPN on your router is installed and activated, you can connect the computer with Kodi on it to the router’s network.