How to download VPN on Roku TV?

The FireStick (not too old a version) works with some brands of VPN. Mine works fine with Windscribe.

I think they are locked down and won't support VPN.... You could install on a router, provided that supports it.
64k question is, do you NEED a VPN ? In most cases it's a whole new can of worms.

Can't do it. Roku isn't like Android. If you want a VPN, you'll have to do it via the router. It's not as hard as it looks

As others have said, I can confirm that it's definitely not possible.

If you want a VPN, you would have to do it at network level. If your router supports it, you can run the VPN through that. If it doesn't, then it's time for a new router, or using your TV without a VPN.

Google Chromcast supports VPN.