is where you create a site in Active Directory. you also associate a subnet to the site. The subnet to the site is a persistant link, meaning "always on" or "dedicated link". [goes back to the days where locations were connected with dedicated lines into a HQ, but those locations didn't really warrant having servers [not enough workstations to warrant the admin effort].
workstations use this link to contact DCs and DNS servers with their queries.
On you DC, open Active Directory sites and services to take a gander at what's there. Then read up on sites/site links and how to implement them on MS Technet.
Remote VPN uses authenticate with the Remote Access applicance ie your Sonicwall, and obtain an local network address [dhcp relay agent].VPN users don't authenticate with Active Directory for login[ as you mentioned their part of a workgroup and could never authenticate with AD] but with the VPN applicance. Once authenticated and obtain a local network address, they simply access the resources[ granted access by the resource, in this case Terminal Services, not Active Directory]. You can setup RRASS on a Windows Box, that is an AD member server and have authentication for VPN via Active Directory as remote access users rights on user account[s] in Active Directory. With W2008, you have all sorts of options for securing remote access clients that weren't available on W2003 such as policy enforcement and quaranteen until they meet policy, etc.