The common thing between a VPN and a proxy is that you get a connection to another server, and the route of your web traffic goes through that server. But while a proxy server can only redirect web requests, a VPN connection is capable of routing and ensuring complete anonymity of all your network traffic. You need to use a VPN for full encryption, but to download from Pirate's Bay, a proxy connection from this list is enough for you https://avoidcensorship.org/. The connection is made through a public or private server located in another country. So if you work from home, you can access your favorite sites even if your ISP has blocked them.