Should I use the VPN on my host system,
Should I use the VPN on my VM or
Should I use the VPN both on my host system and my VM?
Install the client in your guest system.
You’ll have a hell of a time connecting your TAP connector to your guest system.
Right off the bat, if you are sharing your network (workstation or fusion doing NAT your VM) running a VPN inside the VM might not work, and the best option would be to do it at the host OS level, then let your VM just be dumb to it.
Having said that, if your use case is to isolate something like a work VM, I’d personally use direct networking (VM looks like its own NIC on the network to your router) and do it inside the VM. See answers to your questions below with he assumption you use direct networking.
Should I use the VPN on my host system
Do this if you have a need for your host OS to traverse the VPN as well, and don’t want to worry about configs inside the VMs you are running on the host.
Should I use the VPN on my VM
If it’s a VM for work or something and you want to isolate it, and is the only thing that needs to traverse the VPN, I’d do it inside the VM.
Should I use the VPN both on my host system and my VM?
Probably no real reason for this, and could cause lots of issues inside the VM.
The traffic that comes from the VM or do you mean the program?
Well basicly the browser in my VM