Plex server and VPN

I am using a Roku to access my plex server. I am using the bittorrent addon on the plex server. I am wanting to use a VPN to protect myself. If i just put a VPN on the windows machine that has the plex server is on will that protect me watching bittorrent channel via plex to my Roku? Since roku has no where to us a VPN and I am not very knowledgable on tryin to put a VPN on my router. Thank you in advance

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