It doesn't have a VPN built-in: however, you can install the Proton VPN add-on. Proton VPN addons.mozilla.org/en-US/firefox/addon/proton-vpn-firefox-extension/
On my Android TV I use Open Browser Lite and JioSphere Web Browser. They both have built in ad-blockers that allow me to watch streaming websites on my TV. Both browsers are in the Google Play store. On your Windows machine, click the Ghostery AdBlocker icon to the left of the URL bar to see if the adblocker was turned off or paused.
