The word VPN stands for virtual private network. And this is basically a secure networking system that allows you to use private IP, dedicated location and gateway access to specific internet infrastructure. Think of this service as a masking of address service. That means you can use the IP of new york even if you are from say London. This can be handy to access website which are geolocation dependent. Or if your local IP is banned on some places then it can help you access it.
VPN services clean the connection for DDOS and other security attack. However they can't guarantee you any protection from anti virus. Though some claim they do but in reality they don't have control over what content you download.
You can use VPN for Windows, Linux and Mac. There are some of the online companies that allow you to download and use VPN at any such operating system. You can take a look at companies such as - zenmate, dotvpn, hidemyas and few other VPN services. You'd find a lot of options and also information on how to use VPN.