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If someone asks you if you danced, you could answer “I would have” or “I didn’t” and the same information is brought across
Hard disagree there. “I would have” implies that dancing was something you desired, but circonstances didn’t allow for whatever reason. There’s an unsaid “but” in there, whereas “I didn’t” simply means you were not involved in the dancing.
“I would have” carries a lot more meaning than a simple “I did not”.
I believe they mean setting up a VPN on your network, rather than buying a service from a VPN provider.
Something like Wireguard lets you configure individual devices to access your network remotely.