The built-in VPN is a progressive rollout so not everyone can use it. Did you see and then click the VPN button in the toolbar to turn on the built-in VPN? Are you signed in to a Mozilla account? For details, see the [https://www.firefox.com/firefox/149.0/releasenotes/#:~:text=built-in%20VPN Firefox 149 release notes] and this article: [[Use built-in VPN in Firefox]] You can also check this [[What is Mozilla Connect?|Mozilla Connect]] discussion thread and post feedback, if you wish: https://connect.mozilla.org/t5/discussions/introducing-firefox-s-built-in-vpn-ip-protection-now-in-the/td-p/120550 Introducing Firefox’s Built-in VPN: IP protection, now in the browser

Sadly I don't think the VPN supports changing region :(