How to create VPN on my Android phone?

Need help to understand.

In my Android 9 phone settings. When I go to wireless and network setting. I find a option to add VPN.

Can I make my Android phone as VPN server via this? So I can access my home internet, while traveling, from my other devices by connecting to this Android phone VPN?

You would need to setup a VPN server on your home network, then add a configuration for your client on your phone.

This is how you set your phone up as a VPN client, not server, You would need to either host the server at home or use a public/private one. There are ways to do this yourself, but you will have to do some research to figure it out.

I think it’s possible since I have played several lan multiplayer games with my friend from other region.I used “Zerotier” which act like a VPN.

I’m sure it’s possible, and I’d guess it’s not worth the time and effort unless you are an enthusiast. Many routers have VPN servers, and you could set one up with a Raspberry Pi or otherwise unused computer.