"The term is proxy. A proxy server acts as a middleman between you and your desired destination, so as far as the destination is concerned, it thinks the proxy server is you. It makes the request, and relays the information to you. This is how many hackers can remain hidden, otherwise their public IP could be traced to an ISP, and thus to a home. But hackers use proxys to bounce their connection around, usually across different states or countries, as to hide their true location.

A VPN is just as the name suggests. A private network, usually facilitated by some software, that links computers together as though they are part of the same local network (LAN) even if they are actually spread out across the world. So in order for someone to use a VPN to join a server, that server would have to be a part of the VPN.

Now, you can use a VPN to connect to a proxy server to join a Minecraft server, but that is just confusing things for no good reason."

I found this quote while researching :P