You can use a VPN on an iPhone without a third-party app by manually configuring the built-in VPN client in iOS. First, you need the specific server details from a VPN provider or your workplace, including the server address, your username, password, and the type of VPN protocol (like IKEv2, IPSec, or L2TP). Go to Settings > General > VPN & Device Management > VPN. Tap "Add VPN Configuration..." and select the correct protocol. Enter all the required information provided to you. Once saved, you can connect by going back to the main VPN settings page and toggling the "Status" switch to on.