In general, using a VPN for sports betting and gambling is legal if such an activity is allowed in your country or state. At the same time, the legality of online casinos and lotteries varies, as every country has its own laws and regulations in this regard.
You first need to create an account at a licensed online casino. Then, deposit funds to your account through an accepted payment method. Choose the slots game you want to play, start it up, and set the size of the bet. Now, you just have to press the spin button to play one round.