Generally most VPN's like Express & Nord (two of the better ones) work on individual machines so one having an active VPN on one would in no way affect what the other machine (host) is doing. You can buy multi-user packages from VPN providers so you can use them on more than one machine (say a 4 User license) but still, each PC has an individual VPN connection that operates indignantly of the others. On your home network you could have for example one, two, three or even all four users connected on their individual VPN's, while your wife with no VPN connection could quite happily still use your home network and thus have no problems with changing IP addresses, bank authentication, or anything else.
Now then, As
@buddyspudface mentions above, som VPN providers like Nord also offer a VPN via your router. I won't go into detail as many configurations are available on how you want your traffic handled, but essentially this acts like a business solution where you just want all the people to have their internet traffic go over the VPN (say to another office) without having to load individual software packages on each one, or worry about users having to know how to get the connection up before they can work. It centralises the administration, and the connection to make life easy. However for most domestic users, the fist method of individual VPN's per machine is preferred and is normally a better solution.
Also, as I have said in another post VPN is NOT a protocol, it an acronym for method of connection. A mechanism for making a secure network connection if you will.
Hope this helps