It's very simple, after the start of the application the Vpn will be automatically connected to the last used server,in about 30 seconds. Also if you close the application the Vpn stays connected.
To disconnect the Vpn you should click on the option “Disconnect” from the menu “Vpn”.
To change country click on any server from the list available from “Vpn”. The vpn will be disconnected and reconnected to new server in about 30 seconds.