Yes, there are big differences. A VLAN (Virtual Local Area Network) exists inside a Layer 2 device on the network side. It is used to segregate networks at Layer 2 inside of a network.
A VPN (virtual private network) is designed to allow you to connect from outside a network, to the inside of the network, by using VPN services (typically on a VPN server). This allows you to connect inside the network from home, using servers, printers, and anything inside the network from outside of it.
The VLAN slices up a large network into smaller, more manageable pieces. A VPN allows remote connection inside of a network.
Some things to note regarding VPN and VLAN configurations:
1) Instructions for setting up a VPN server are specific to the operating system, type of VPN used (PPTP, L2TP, OpenVPN), and to some degree network configuration. It is outside the scope of a Q&A site like this. 2) Instructions for configuring and testing a VLAN are also outside the scope of a Q&A site like this. You will need to do some research (probably take some classes) for those answers.