From Windows Settings
You can set up a VPN connection manually from Windows Settings. Follow these steps:
From Network and Sharing Center
It is also a manual method of setting up a VPN in Windows 11. However, it requires some extra effort than the previously discussed method. Follow these steps to set up a VPN from the network and sharing center: You can see your new VPN profile under VPN connections. Click on Connect button to connect through it.
From VPN Applications
If you don’t want to bother setting up a VPN manually from Windows settings, you can directly use VPN applications available on the Internet. They may be either free or paid versions of VPN. Some popular VPNs on the Internet are NordVPN, Surfshark, ExpressVPN, and CyberGhost. You can download their app, register with them and connect to your preferred location. You can also use VPN extensions in the browser. Opera browser has an in-built VPN feature. You don’t even need to use extensions in Opera.