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Here you can see the How to use vpn on xbox 
Buy a VPN device: Consider devices like the NordVPN Nighthawk RAX70 or the ASUS ROG Rapture GT-AX6000, which have built-in VPN capabilities.
Configure VPN: Set up VPN on the device using the provided app or web interface.
Connect your Xbox: Connect your Xbox to the VPN device via Ethernet or Wi-Fi.