OPC uses regular TCP connections which use normal DNS and IP routing you see with https. That means if you are looking to connect to a system (opc or any http) you need to make sure you use a dns or ip-address that resolves to the server via the vpn.
How to do this depends on many factors but there is nothing mendix or opc specific about this. You need to make sure the DNS of your OPC server gets pushed from the VPN server to your laptop, or you need to use the IP address of the OPC UA server to connect (however I expect your OPC server to only accept connections via DNS).
Ask your IT team or google for the software you use and figure out how to setup DNS on client side or to enable DNS forwarding.
live in costa-rica and now of course everything is hard here and I would like to distract myself on the Internet, but even here everything is not so simple and many people told me about VPN. But here, too, you need to choose wisely and I was told about it by sending me the link to https://www.vpnunlimited.com/help/countries/costa-rica-vpn . I think I did not make a wrong choice and I am very happy with it! Service is reliable, good in its kind.