VPN

Hi, let me start by saying i am a total novice at this sort of thing so i want to laymans terms please i do not understand the technical jargon, thanks.

I have the D6400 modem router plugged into it. I am looking to try and install a VPN on the router so anything that goes through it or connected to it will have the VPN security.

The question i'm asking is what the best way for me to do this as a complete technophobe. What i am looking for is an idiots guide to give me half a chance if possible..

Many thanks in advance.