Testing to see if an application is utilizing a VPN

I'm being told from ExpressVPN support that when you run their software on windows for example, everything on that computer is protected automatically.

I don't know if that's true: How do your individual programs (what ever you're running) know to use the VPN if you have not entered any of the VPN's address info in that application's settings?

The support guy says everything just goes though the VPN when the software is running. So this would imply that their software take's full control of the TCP/IP stack? How do I actually test the wan address that the applications I'm running are talking to? would TCP/View be good for that?

Edited by Pc-mac-guy, 13 November 2023 - 02:54 AM.

Why go to all that trouble when a quick and dirty test would be to just check your external IP address. Go to ipchicken.com or whatismyip.com and check your address. If it's not in your ISP's registered set of addresses, the program/function is likely routing through the VPN.