Do i need VPN app for Nokia Lumia 930

[wp patrick]

My Nokia Lumia 930 has a VPN feature. Should i download a separate VPN app for other things. Is that needed. Should i enable or disable the VNP function button for home. If i turn on the VPN button on my phone then some apps are blocked with an error with my own Wifi from my house. I need help with that next i stay in different country and i want to use mine phone without ERROR.