A VPN or Virtual Private Network allows you to connect either a single computer to a network at another physical location as if they were both in the same place, or one network to another network at a different location again, as if they both in the same place.
You could - if you so chose use your VPN router to connect in this fashion - or - you could use ftp, and you could even use ftp over a VPN.
VPNs are generally considered to be the secure way of doing things, but as with all security systems, the strength lies in how they are setup.