Comment by csande17

The article links to some help pages which clarify that, although you need the browser to connect to the VPN, once connected it applies globally to the whole machine (https://duckduckgo.com/duckduckgo-help-pages/privacy-pro/vpn...).

So if you'll pardon my pun, I think they've probably just duck-taped a standard VPN client app into their browser app.