How to install vpn in my Apple TV?

How to install vpn in my Apple TV ??

Just wait for TvOS 17

Here’s how I do it:

I have an old MacBook with an Ethernet port. I run the VPN on that, sharing the Wi-Fi connection to the Apple TV via Ethernet, and making sure the Apple TV Wi-Fi isn’t connected. It works.

You can’t. You’ll have to set it up on your router to have an ATV benefit from a VPN. If you can’t do that, use a Smart DNS directly on the AT. That’s what I do.