My question here is HOW to set up VPN so that my HOSTS file is consulted?
Is it possible?

In another thread moments ago, I explained to a noob how to set up a
freeware VPN test environment on Windows in about five minutes (or less)
where any noob would be "on VPN" to test it out for himself (see caveats as
they always apply to VPN)
o VPN, by Alek
https://alt.comp.os.windows-10.narkive.com/vEl01FHX/vpn

My question here is HOW to set up VPN so that my HOSTS file is used?
Is it possible?