I'm not completely familiar with VPN, but other posts suggest you may not need VPN for this.
On your second question, I frequently install Filemaker Pro on the same machine as server--I haven't tested that combo with web publishing, but since you aren't choosing to go that route your results should match mine.
I find having FileMaker Pro installed on the Server Machine often makes it easier to perform repairs and updates on a database as I can use Server Admin to close the file and then Open it with Pro in order to modify the file's design in some way needed to correct a problem. I also have systems where an OS task scheduler use FileMaker Pro to open a "robot" filemaker file that connects to the server as a client in order to run a script that can't run as a server scheduled script.
What I don't do, is allow a database user to sit in front of the machine and use FileMaker as another client for ordinary user type tasks...
Many thanks for your post. I am now trying to make the network sharing work (open remote...) as this may well solve my dilemma, as i only have a maximum total of 4 simultaneous users.
However I am having issues setting this up! I have made another post about this with all the details!