IT question: Is is possible to connect trough VPN from inside the network you’re connecting to?

This is the question that bothers me today. Is it possible to connect trough VPN (Virtual Private Network) from inside the network you’re connecting to?

I know it’s a little dumb, to say the least, but I found an analogy to prove I’m demanding something which has sense. Imagine you’re stuck locked into your home with the keys left outside. It’s possible, don’t mock me!

Now, if you know how this can be done let me know, I need a viable answer. Google seems not to know and the only solution that seems possible is using a proxy, but I haven’t tried that yet.