I'm not in anyway sure why would want a VPN in this case as it's "Virtual Private Network." Are you trying to anonymize it or protect it from some sort of local authority? I don't care either way, I just can't figure out the VPN deal.
Maybe you're talking about setting an "upstream" connection to proxy requests to? That is to say, you want to set up a load balancer so you can distribute requests amongst many app servers?
If you can give us more details on the environment (web server, app server, or your end goal) I'm sure someone here will be happy to fill in the blanks.