I am building Android application
I need to access to internet via vpn server into my application
Not using third application like hotspot shield
vpn free or paid no problem
VPNs are not all the same, so according to the type of VPN server you have, for example openvpn or CISCO Ipsec or others… You need to build a vpn service that connects to the VPN server when your application tries to send information over the internet.
Android supports it by default. You can check this out. https://developer.android.com/reference/android/net/VpnService.html