Recently I downloaded My Data Mgr from app store and they seem to track data usage of each app through vpn. I don't have enough knowledge in vpn and setting up one. But I guess they are setting up a local vpn and tunneling all the network data through this vpn and analysing the data for each app.
Can anyone help me understand this workflow and also how can I achieve it.
Here is the screen shot of VPN config used by My data manager
I know it's a very broad question, But I want to be pointed at a specific direction.
I found a similar question, please don't mark it as duplicate. There was no proper answer given there.