While the VPN is active, it secures and anonymizes your local connection, preventing external connections from routing back to the VPN-secured device, so it cannot be tracked or remotely attacked.
While it should be possible in most cases to connect to a remote network while the VPN is active on it, this involves personal/local networking which exceeds our support scope. Also, given that such changes technically create a "hole" in the security of the service, it's not something we would directly assist you in configuring.