It depends on what VPN product and how the VPN administrator has configured it. Many VPNs do not allow the interaction with the "local LAN", which means once you establish the VPN tunnel, you cannot access things like network printers or network shares at your remote location. In that case you would not be able to do what you want.
If your VPN does allow for local LAN access and the VPN admin has not resticted Windows Internet Connection Sharing, then you might be able to connect the Mac onto the VPN tunnel. Take a look at
