Install a basic VPN server on a VPS box

I need to install on a (presumably dedicated) VPS Linux Box some type of "proxy" which will allow to pass thru this proxy and then go to the internet from a French IP

I was considering building a VPN on a dedicated VPS... but although there are lots of textes explaining how to set up a VPN, I have yet to find one which explains me to do what I want to achieve.

1 - Would a VPN be a solution to achieve my goal for web browsing / html purposes
2 - Would that work for FTP too?

3 - Or should I consider some other(s) solution(s)?

Relevant references welcome!!

Background info:
- I have servers running on different Linux VPS boxes
- THey are protected by iptables and denyhosts, which ban most of the IPs which are testing our systems
- Lots of them are coming from China, therefore lots of my banned IPs are from China
- we will show demoes of our solutions to different places and China, so there is a significant risk that some of the demoes might occur from banned IPs... not very smart for a demo...
- that's why I am considering the proxy/VPN solution
- the demoes will be ran on windows 10 and/or 7 laptops
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Bernard S.CTOAsked:
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Bernard S.CTOAuthor Commented:
I finally installed PPTPD which, althoug not perfect securitywise, is secure enough for my purpose.
https://vpnreviewer.com/how-to-install-vpn-server-pptp-debian-ubuntu-linux-vps

Note in the solution described here the caveat for OpenVZ containers... which for me needed a Proxmox update...
Since the metal server which runs Proxmox is a prod server, I followed another path and created on the proxmox a VM/Kvm machine, on which the tutorial woked fine.
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