Unfortunately, I have no info on how that game is networked in particular (I am unsure why you PMed the game name to me so I am going to be mysterious about it for the time being). And unfortunately it is not one I have a copy of, there is not a whole lot of info on it from my quick google search.
There is nothing unique about gaming traffic over a VPN. As long as your traffic would route over a router, it should route over a VPN, that said the amount of broadcast traffic used for gaming could be problematic. Also I wouldn't game over VPN if I can avoid it, it is too latency sensitive as a whole and that encryption overhead is nasty. The only games I would use VPN for are old (non-IPX) games that do not have an online play method available and should have modest latency and bandwidth requirements.