Typically, you use a VPN connection when you are not connected to your LAN, and thus connection over a WAN for which Access is not an option. Access databases are solely made to be used over wired LAN connections.
Look over
http://www.devhut.net/2012/08/14/ms-access-wans-wireless-networks-and-the-internet/ (there is reference there to an article by Albert Kallal in which he breaks down some numbers and speed comparisons)
http://www.devhut.net/2016/09/24/access-back-end-location-wan-online-server-onedrive-dropbox/ (specifically the alternaive section of the article)
http://www.devhut.net/2017/04/09/setting-up-an-ms-access-database/