Grab a vulnerable VM, import it into VirtualBox or VMware, and hack it on your own computer — no VPN needed. New to this? See how to run a downloaded VM.
A boot-to-root web box: enumerate the app, get a foothold, then escalate to root. Good first machine.
Internal-network machine focused on capturing and relaying hashes to move laterally. Pro-level.
These VMs are intentionally vulnerable. Run them only on an isolated host-only network, never bridged to the internet or your home LAN. Don't redistribute the files. See the full rules of engagement.