A VPN is definitely an example of software you should use rpm-ostree to install.
I think it’s fine if you use rpm-ostree for it, but it’s not necessarily required. I recently found out that the Mozilla VPN developers are experimenting (!) with building a Flatpak, and having tried it myself, it works very well.
Oh! Note that in Settings under Network, there’s also a VPN setting that allows you to manually configure a VPN. It has an “Import from file…” option, so presumably, there’s a way to obtain a config file that should make it work. If not, knowing which options to set might work as well.