VPN is just a special case of remote connection. If the client is not
connected to the Internet, you need some other way to make a connection. You
can use an analog modem, for instance, and use the telephone system to carry
the data.
If both the client and server are connected to the Internet, you can use
the Internet to carry your remote access traffic. VPN works by establishing
a secure, encrypted connection through the Internet. It creates a "tunnel"
through the Internet to carry the encrypted data. The private-addressed data
is enclosed in a packet with a public address for transport through the
Internet.