Where is the VPN icon?

Sheila, if you're referring to the new Beta built-in functionality in the browser, the feature rolls out progressively, see: Use built-in VPN in Firefox — not everyone's getting it right away.

Once you're enrolled, you'll see the button and the whole ceremony around it as shown in the documentation. There are other support threads that you can look up in case you'd prefer to tinker with the inner settings on your own, enroll no matter the eligibility or data preferences et al., but these steps are not really supported so it depends on how eagerly you "need" the feature "right now".

Hello

https://support.mozilla.org/en-US/kb/built-in-vpn#w_where-can-i-get-help-or-give-feedback

To complement, this hypothesis About, Manage remote improvements settings in Firefox https://support.mozilla.org/en-US/kb/remote-improvements Allow Firefox to improve features, performance, and stability between updates https://support.mozilla.org/en-US/questions/1582761#answer-1819759

Other verification, about, browser.ipProtection.enabled https://support.mozilla.org/questions/1578173