If you want to use a VPN when you are out and about, then it is a good idea to set it up on your mobile devices. Most of the major VPN companies also make it possible to easily use a VPN on your phone or tablet by using their own apps. These apps generally have straightforward interfaces that make connecting to your chosen VPN server a simple case of logging in, selecting the server you would like to connect to, and letting the app do the rest of the work.
As with a VPN that is set up on a desktop or laptop computer or at the router level, there is a risk of a slight slowdown in your internet connection speed. In general, this is far less of a problem than it used to be since internet connection speeds offered by mobile networks are now faster than they used to be. If you are browsing the web on your phone or tablet while using a 4G or 5G connection, you are unlikely to even notice the slight slowdown and latency that the VPN will introduce.