I setup the NordVPN tool to kill the Internet connection if the VPN goes down. Is this safe

Yes that is safe.

is there anything else I have to configure?

You can setup the VPN in a way that you can use the internet without the VPN and your torrents go only through the VPN, but I never do that. I use my VPN at all times and never turn it off. This includes streaming, gaming, and internet web surfing. I know some people setup things a bit differently, but I only connect the VPN and that is it **With the killswitch on at all times, but I set my killswitch to manual and not force on. I only do this because there are a couple sites that dont work exactly perfect with a VPN.**. You can also use a seedbox and download straight from the seedbox, but a seedbox cost.

If I use the NordVPN tool for Windows do I need to setup anything in Qbittorrent?

I personally do not, but there are some that setup a socks5 proxy and things like that. I only connect my VPN and that is all. I usually use IKEv2 as my protocol as well due to it being the fastest with good security.

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I am not the most familiar with VPNs... I am actually still new to them so if there are others who want to add that would be awesome!