VPN for Kodi: Is an add-on necessary for it to function?

I'm just wondering, if I use a VPN service in the background and then open the Kodi app, am I automatically protected, or do I need to change any internet access settings in Kodi, and/or use a VPN add-on? It seems like the VPN add-ons are just for convenience but I just wanted to make sure. Thanks via /r/Addons4Kodi http://ift.tt/2sRLSwr