Where are you running the VPN from? Your WiiM Mini will just join your local network as a device. If you run your VPN on your router (as you generally would in most cases) then it should work fine. If you run the VPN client on your computer or mobile device, you're effectively building a tunnel out of your local network and if you don't set very specific network rules, your computer/Mobile device and WiiM Mini won't see each-other. There's usually an option to switch this off so only traffic destined for VPN network is passed to the VPN interface. This is sometimes referred to as 'split tunnelling'.