Little bit confuse after watching this video!!!!i am not clear about this post sorry!!!because there is absolutely no connection with smartphone as far as i am concern about it!!!
Yes suing windows you can easily achieve it!it is comparatively easy to make vpn!!!vpn is mostly used to manipulate your ip address of your internet location!!!!
In USA the service provider like AT&T and T-mobile they are having special monthly plan for the internet user wit high speed 3g and 4g!!so it doesn't cost them much!!!!