It may be easy, but it may be impossible.
First, you need to see if your company's VPN client software allows local access while connected. Many companies do not allow it because they consider it a security hole.
Assuming your company DOES allow local access, it may be as easy as checking a box on your VPN client, or you may need to add a manual route to your network interface. Your company IT department should be able to guide you through this.