For forex purposes, think of VPS as your virtual computer in the 'cloud' - you can access it from anywhere you can get an internet connection; and from a variety of devices (e.g. laptop, tablet, mobile phone etc.)
VPN describes a secure, encrypted tunnel, that ensures the confidentiality of the traffic sent between the two ends of that tunnel. So, if you initiate a VPN session on your computer, through a VPN application, you have sought to encrypt the communications and therefore you have taken steps to keep away prying eyes from whatever it is you are sending in that communication tunnel.
Whisquer