pcbuilder1997 :
Nope, like i said I am new to this. I don't know where to start to get a VPN going. That's what I'm asking essentially.
OK so if you want to connect to a vpn server to tunnel your connection from elsewhere then you need to sign up to a service, there are hundreds out there. By doing this on your router all your traffic will be tunnelled. ( If it's just a single machine then put the vpn details into windows instead).
If you know what you are doing you can create conditional rules in pf to tunnel some traffic through the vpn and some not.
If you want to connect remotely to your pfsense and tunnel through your own server I suggest you look at pfsense docs or a YouTube video or two. It's too complicated of explain on a forum.