I use my VPN to my company so that i can use remote desktop. I stay connected all night.
I just want to know that while my VPN is active and i download stuff from internet does i download from my company internet or my LAN
Let's say you are using IPsec, then your VPN client can decide what to do with outgoing (and incoming) packets based on the source/destination IP address and port number.
It could either 1) let packets bypass the VPN, 2) tunnel them to your company's LAN or 3) block them altogether.
I think you need to provide more details before you get a straight answer, but I'd say there's a fair chance your activity could be monitored and you might want to be careful.
If the intention of question is regarding data usage: