Not all routers/gateways come out of the box with the ability to spin up a VPN server. Many have to have customized firmware loaded to do this (mine does, the router I have is an older Asus RT-AC66U with Merlin custom firmware loaded). I know that any device in the network has the capability to run a VPN server as long as it's always on and you clear ports for the device in the firewall. For example. I have a Synology NAS in my network that can run OpenVPN server software. It's likely if you have one it can make it much simpler to spin up a VPN server for your network. If you have it on the router it centralizes it.
Make no mistake, running and configuring a VPN server can be a little challenging, especially if you're a novice computer person (of which I most definitely am not anymore). The Asus firmware makes it a little easier. Set up the server, install the OpenVPN app on your phone (I have both ecosystems within my mobile network -- Android and iOS -- there are apps for both), import the client file which tells the app how to connect to the VPN and bingo. It should work. If you have any other router I may or may not be able to help depending on how complex the setup is.