One small add…
I mentioned that you have to install the components of the VPN protocol you intend to set up.
This is not a “maybe” “sometimes” or “only with this provider.”
I don’t know of a single exception, unlike MSWindows you have to install the components for your system using the system’s own packages separately and before you can do anything else from the VPN provider.
And, if you don’t install at least one VPN component, you won’t see a VPN connection option to set up in Netowrk Manager.
The following ProtonVPN Linux install instructions recommends you install OpenVPN packages.