Firefox VPN for Android

https://support.mozilla.org/en-US/kb/mobile-android-vpn <blockquote>This feature is experimental and is being introduced to the Firefox user base through a progressive rollout. It may not yet be available to all users. Additionally, remote improvements must be enabled.</blockquote> There is no built-in VPN you install like an extension or app etc. If you do get it enabled, there is no ability to manually change server location at the moment.