A Virtual Private Network (VPN) is designed to secure connections and protect sensitive data when users access a private network from remote locations. It achieves this by establishing an encrypted connection or 'tunnel' over the internet. An Ad-Hoc network is a simple peer-to-peer network without a central access point, mainly used for file transfers between systems in close proximity. It is not typically used to secure remote network access. A Local Area Network (LAN) connects computers in a small geographic area such as a home, school, computer laboratory, or office building but does not inherently provide a secure method for remote access. A Proxy Server acts as an intermediary between a client and server to filter requests, improve performance, and share connections; however, it does not create an encrypted tunnel for remote network access.