VPN installed, what are the benefits?

I just installed ProtonVPN in MInt 20.2, I put in my password... it seems to be going. How do I know it is working and what are the benefits? And can anything go wrong? I could not end up entering my Windows manager details although I found Lightdm.

I used these insrtructions:
https://protonvpn.com/support/linux-ubuntu-vpn-setup/

I got no tray icon but it is in my software list.