VPN Option

I am running Kodi on a Win10 machine. I have set up the Win10 machine to use a VPN for all Internet access which I would think should be adequate for the Kodi app. Do I also have to configure Kodi for VPN since I have the computer all ready set up to use VPN? I’m thinking the answer is no. Would it be better to not configure the Win10 machine for VPN and just configure Kodi for VPN?