Yes, a VPN may help reduce ping. Ping or latency is the time needed for data to travel between your device and server. This is a very important factor in online gaming: the lower the ping, the more up-to-date the information is on your screen, and the faster your actions are recorded on the server.
Lag is a phenomenon that occurs when ping is high. You may miss the shot because the enemy wasn’t there by the time you shot him, and you may have been hit because the enemy moves hadn’t reached your device yet.
Ping is influenced by how far you are from the game server. To decrease ping, connect to a VPN server near the game server. Sometimes, a VPN will establish a more direct connection than your ISP, making the internet traffic move faster. This reduces the ping.