Hi,
just wondering.
you have to connect via your router to the vpn so everything on your network goes through the vpn
Consoles do not have the built-in VPN functionality, so you’d have to share the VPN connection. Here’s the guide: https://support.nordvpn.com/1047409252
As others said, there is no native support. However, as your console’s traffic goes through your router, you could connect your router directly to the VPN. Most modern routers (and even some not so modern) support this.