How to setup Multi-User editing? VPN wise over the internet?

so I watched this video on multi user editing ( Working collaboratively in Unreal Engine: Multi-User Editor Workflow | Webinar | Unreal Engine - YouTube) and the two people in it were using the feature through the internet using some sort of VPN.

But they made no mention of which VPN they were using or how they set it up in the first place. Can anyone help me out here?

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