If your Lync/Skype for Business infrastructure includes Edge services, you should be good to go.
I'm using conditional because we have a ticket opened with Polycom regarding VVX and Edge. In our case (and looking at the community i'd say we are not the only one), we have no audio when using a VVX through Edge servers (SFB client or other IP phones are working fine).
But hopefully, they should release a fix so it's definitely the way to go.
You have no way to connect through VPN from the phone AFAIK except is you're setting up a site to site VPN but it seens overkill for home users.