A virtual private network encrypts the connection between a device and a VPN server, so the sites a user visits see the server's IP address and location rather than the user's own. Investigators use VPNs to avoid revealing their real IP to a target's website, to appear in a different country when geography changes what content is served, and to add a layer of separation between their research and their identity.
A VPN is not anonymity. The provider can see the traffic and often logs it, so it shifts trust to the VPN company rather than removing it. For serious separation, a VPN is one layer among several — combined with a clean browser or virtual machine — not a complete solution on its own.