Use of VPN

I apologize if this already exist,i did search and didn’t find anything. Im sure we can figure out that i am new to Kodi. My question concerns the set up and use of VPN. I currently use a Linksys WRT3200 router with open VPN, with Android TV. Can this router be set up to use as a server or do i still need to use a paid service. Again i apologize for noob question.

Thanks,