How do I join a VPN for network access but use my regular connection for everything else?

[notneps]

What I have is this:

A physical LAN in my office
Several machines in different locations
Some VPS's

What I need is a way to connect them to a VPN so I can share folders just like on a regular LAN, but for all other purposes the machines would access the internet using their own regular connection.

Could I perhaps make a VPS, create a VPN connecting it to the other hosts, then bridge the networks? Would that work?

Other info:
All the machines are running either:
*Windows 7, 8.1, or 10
*Windows Server 2012 R2
*CentOS Debian or Ubuntu

 

[jimmysmitty]

The easiest solution is to have the same firewall at all the locations and setup a VPN through the firewall that way it handles the routing of traffic depending on what is being asked.

That is how we have it here at my work. Each major office site has a Sonicwall firewall and each firewall has a VPN link built in the firewall to the other sites. I can access any of the network shares from any of our servers and I can also access the internet like normal with any OS.

Doing it with a firewall means you wont have to worry about OS specific setups and just make sure the system is part of the domain or that non domain users are not blocked by the firewall for internet traffic.