Honest no-snark question, coming from someone who does not know a lot about VPNs other than the wireguard app I have for work. What's the difference between th

Honest no-snark question, coming from someone who does not know a lot about VPNs other than the wireguard app I have for work. What's the difference between this, and just configuring the VPN settings that's available on my router that came with my ISP?