Yes, using a VPN is legal, unless you live in a country where VPNs are generally against the law. In the Netherlands, the government encourages the use of a VPN, because it offers a lot of security.
So, you can use a VPN at your workplace, school, or other public network. Are you on holiday abroad? Even then it is no problem to use a VPN, unless you are in a country where it is prohibited. Like:
- North Korea
- United Arab Emirates