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VPN (Cyberghost) on VM

Hi, don't know if it's the right topic place but i don't know what to do. I have a VM on Windows and i try by different methods but with no result. I want to put the VPN on m'y VM without stoping the RDP. My VPN is Cyberghost VPN.

 

Also if it's is not possible, to just redirect the VPN to a specific .exe so just one software is impacted by the VPN and not the all VM.

 

Thx for the help,

 

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