That is totally wrong. I’ve been using it for years without problems (connected to Qubes).
Why don’t you say “I can’t use protonvpn because […]”?
[Sorry, but I’ll never get this attitude, “if I don’t get something, it must be someone else’s fault.”]
There are so many protonvpn-threads already with detailed explanations like this one:
There is a detailed “How to” on the official protonvpn support center:
Or there is this way:
There is very little to do in order to check the connection (and any error message that follows would help anyone interested in helping you).
At the end of the second item of this instruction you can test your connection (of course, only after you’ve followed the instructions closely so far).
sudo openvpn --cd /rw/config/vpn --config openvpn-client.ovpn
This should clearly indicate a successful connection or an error message that could help in finding out what’s wrong.