VPN does not distinguish between applications and does not route traffic, but only provides a network interface with a gateway. Your operating system is responsible for the routing.
However, in the program for Android we implemented an ability to choose applications that should work through a VPN and which should not.
For desktop computers, the distinction between programs that work and do not work through VPN is solved by a virtual machine. For example, VMWare or VirtualBox. After the VPN is installed on the virtual machine and connected, all the programs inside this environment will work through the VPN. On the main system, programs continue to work without a VPN.
Write to support