A VPN can help you access geo-restricted content by masking your IP address. If you live in a location where gambling and sports betting are unavailable, you can use the VPN to connect to a server in a location where gambling and sports betting are allowed.
You are more than welcome to sign up to play on the DraftKings Sportsbook from a state that does not permit sports wagering, but you won't be able to place a real money bet unless physically located in a state that permits sports wagering, regardless of your residency.