There are VPN apps in the Google Play Store. As far as I know they work, but they usually want their own subscription. Also, once installed with the VPN active, any change in the network (even when the TV gets off the stand-by) causes Android in the TV to restart. It's a bug I have long discussed and that has never been fixed.
You are better connecting your TV to a router or else that has access to the VPN, and shares that VPN connection. But it can be a bit complicated (and far from ideal) if you're not very technical.
