It is possible to connect a virtual device to a VPN using a VPN client for Android. To do so, use OpenVPN, which is easy to set up and has been successfully tested with Genymotion SaaS.
Steps
1. Install OpenVPN client for Android from an APK file or Play Store — see How to install applications with Genymotion SaaS? 2. Setup your VPN connection. Please refer to OpenVPN official site for details. 3. Connect to your VPN server.
> Note: ProtonVPN also works very well with Genymotion SaaS. Other VPN apps may work, but we have not tested them.