bill001g :
Many of those devices have methods to accomplish their so called cloud sharing so they may have their own methods or vpn as part of the system.
VPN would work it is just a matter of setting it up. Will be easier if the server function resides on your router but you could place a server behind your router to run the vpn if you want. Partially you choice will depend on how many people are using it and how much data you intend to run over it. A consumer grade router does not have the cpu capacity to run a lot of vpn traffic. I would say if you plan to exceed 100mbit you should be looking at server a commercial device designed to run vpn.
There are 2 utilities, which one works how you said?
Cloud Station Backup - Cloud Station Backup is a backup service that allows you to back up your files from multiple client computers to a centralized Synology NAS.
Cloud Station Drive - Cloud Station Drive is an application designed to synchronize files between your Synology NAS and PCs via the Internet, ensuring that your data is always up-to-date and enabling you to easily access your files. Even when the Internet connection is not available, you can still view and edit your files offline, and all the changes made will be automatically synced to your Synology NAS and PCs once the Internet connection is restored.