I want to buy a router and I notice some routers mention their products support VPN and others, no mention support VPN.
May I know what are these two router differences?

best is read the user manual online before buying. See which VPN you plan to use & support (openvpn, wire guard, pptp , etc)

please mention the router models

some support the ancient old L2TP/PPTP VPN protocol, not very useful these days

if they support OpenVPN or Wireguard, then it's more useful as you can setup your VPN provider there

The router brand is TP - Link

The router itself do not mention support VPN also can install VPN.
Now, the questions, what are the differences between support VPN functions and do not support

The question is are you going to use VPN? what type of VPN are you using?

You may search it online. It is like buying licensed anti virus or internet security.
When installing VPN it does not need to install anti virus or internet security.
The problem is subscribing VPN fees are higher.
Like anti virus, they have free and paid.

A VPN is NOT a substitute for antivirus

also, please mention MODEL of the router, not just brand

I forgot the model.
I am sure it is TP Link and the price is RM200.00+/-

it brings all ur connected devices to the vpn