No, most VPNs don't work at all with bet365 if the site detects that you're using a VPN, it will deny you access to your account. So, you need to make sure you purchase a VPN that works with bet365 and also has servers in locations that work with bet365.
However, there is no need to worry because there is a website you can trust, Bet365. Bet365 is the website to visit for all players around the world. You can be sure that Bet365 will give you various bonuses.