Can I Set Up a VPN Without Using a Raspberry Pi or Additional Devices?

To clarify, you can't really have a VPN without connecting to a server; whether that's a dedicated device like a Raspberry Pi or a server located somewhere else, you'll need that to send and receive traffic. If it's just two PCs communicating, there's definitely ways to set that up.

Definitely! You can set up a VPN right on your PC, laptop, or even your phone. Many home routers come with built-in VPN servers, so that could be another route. A Raspberry Pi is just one option; there are way more common methods to run a VPN, including using a browser-based solution.

You can use any computer that's connected to your network for a VPN. As long as it can act as a server, you're in good shape. If you don’t want to set up anything extra, your router might already have this function available.

If your goal is to share internet access and save on ISP costs, you'll need to set up a proper connection. It's not just a simple plug-and-play situation, but it can be done if you're willing to guide the person on their end through the connection process.