VPN is a network/infrastructure layer service that has to be set up by your hosting provider/operations departments. It's main advantage is that you set it up once on network level and then you can access all resources of the protected network without having to set up encryption etc. on every single service.
For just one web service it is easier and equally safe to use TLS (https) with a proper and strong authentication (e.g. requiring the client to use a certificate for authentication).