bet365 is only legal and active in seven states in America as of now: Colorado, New Jersey, Ohio, Iowa, Kentucky, Louisiana, and Virginia. If you'd like to place wagers at bet365 you'd need to be physically located in one of those seven states.
No, most VPNs don't work at all with bet365 if the site detects that you're using a VPN, it will deny you access to your account. So, you need to make sure you purchase a VPN that works with bet365 and also has servers in locations that work with bet365.