Ok then.

There are different ways of downloading, torrenting is a one way to download something. Torrenting itself is not illegal, but some of the content you get via torrent is. So you can torrent a ubuntu iso no problem, but with Tennis.World.Tour.2.Ace.Edition.MULTi12-ElAmigos you might get in trouble.

To transfer a file you always need a server (who has the data) and a client (who wants the data).

A regular direct download (that type of download that happens when you click on a download link in your browser) your brower (client) requests the file and the server serves the file.

Torrenting is a bit more complicated, but still only a way of downloading something.

There is no server which has the files, only other clients which do. Since you don't know who has the files you want you need to ask somewhere, so you ask the tracker-server. The Tracker-server does not have the files but does know who has.

So when you open a torrent file with your torrent client, your client connects to a Tracker-server, which then tells your client which other clients to download from. So the Bittorrent client acts as a Server for other clients.
Since with torrent everyone downloads from everyone, someone could be law enforcement (or whatever entity monitors that), if you download from them or they download from you with your public IP you will get in trouble.

so the solution is to "hide" your public ip so you can download from anywhere without anyone knowing. But what is an IP? An IP is a number which looks something like this 208.67.220.220 and acts as your address so other systems know where to send the stuff you want, just like your postal address.

So basically, when you download something you request a file transfer to your IP address. Just like when you order something from amazon you request a parcel transfer to your postal address.

So what if you want to download something illegal like pirated content? The obvious solution would be to employ a middleman, this is where VPN comes in.

VPN acts as a middleman. Instead of requesting the transfer to you, you request the transfer to them and they send it to you through an encrypted tunnel. (this is what happens when you connect to VPN). The encrypted tunnel exists from you to your VPNprovider. Nobody without the matching keys can see into the tunnel.

So the quality of your VPN provider, your middleman, matters. If your VPN provider is free you can assume they might be selling the info on what you are doing to someone that pays. Who that is and if it hurts you doesn't matter, the whole point is to be anonymous so a talkative middleman is bad.
That's why you need to be careful with choosing your VPNprovider. I know Mullvad is good, and i think i have heard Protonvpn and Expressvpn are good too.