It likely does not have the feature. VPN server function has become somewhat more common on routers but you still not see a lot of routers that have the vpn client support.
From my quick look at the manual for that router it appears pretty basic. This appears to be the type of router provided by a ISP and those seldom have VPN.
It all depends on how your internet comes to your house since that box can run DSL or connected to a fiber modem.
DSL makes it hard there are not many routers that have a dsl modem and vpn client support. You would have to find a way to run it in bridge mode and then use a router that supports vpn client behind it. If you have a modem in your house that has fiber or coax connected to it you likely can just replace the router with one that has vpn client support.
Be aware vpn puts a lot of cpu load on a router. Many routers cap out at 30mbps so you maybe better off looking at a different solution if you have a fast internet connection.