What is VPN ( Virtual Private Network)

What is VPN, how does it work and what is the connection with ISP’s. And if it is already installed in your computer. Once you hocked it up, does it use your ISP’s as a server or just to connect to the INTENRET. What if you suddenly disconnected to your ISP’s when you try to use your VPN? Is there a compatibility issues with the use of VPN over an ISP’s?