So many ways to do it.
So many tutorials on how for every router.
But A lot of routers have VPN support. Go to your preferred VPN and look up its routing info. It’s routing address. And look up how to setup a vpn through your particular router. It might have native support and you just log into VPN. Or you might have to put the manual address.
It’s usually pretty easy, sometimes just quite a few steps.
*If you have WiFi. You can connect to the router via web browser. No Ethernet required.
If your router doesn’t support VPN. I would just buy a new router. It’s time to upgrade.
Preference would be to just set it up in your router.
Port forwarding through your VPNs tutorial.
And you don’t need any cables for at all.
But it is intimidating if unfamiliar.
But without doing this. Connecting the Xbox physically isn’t going to automatically let you “hijack” your laptops internet connection. Unless you setup a pass through/bridge connection which I haven’t done before to know how it works. But you tell your pc to allow outgoing connections from your virtual Ethernet port to the internet.
I haven’t ever looked into it on Linux.
I don’t know what has native support anymore. Haven’t attempted anything with networks in a few years.