You would not be able to configure a VPN on the Starlink-issued router, you would have to put another router in front of it that is capable of being configured with a VPN such as an express VPN or another provider, Here is a list of recommendations.
Ideally, you want to ditch the Starlink router and get one of the hard wire adapters connected directly to your new VPN router, which in turn will completely bypass the Starlink router.