Endpoint Secruity Management VPN Question

Good day,

I saw that there is a VPN policy. What exactly does dying cause? Is it possible to set the devices that are not on the network to automatically establish a VPN connection as soon as the device is started?

In other words, device started does not recognize the correct WLAN/network and automatically establishes a VPN connection.

I hope someone can give me a better answer, best regards.