Minecraft play in LAN multiplayer using Radmin VPN

Setup

Install Radmin VPN
Create your Network by clicking on a "Create Network". Set up Network name and Password
Share network name and password with your friends.
Your friends need to join your network by clicking on a "Join Network" in Radmin VPN.
Make sure that you all are in the same Radmin VPN network, have the same Minecraft version.

Here is also a guide on how to create and manage the network.

You and your friends need to add game .exe file in the Firewall exceptions.Here is how to do it in Windows 10 or you can google the way for another Windows versions.
Add Java to a firewall exceptions. Go to navigate to Control Panel > System and Security > Windows Firewall (or just type in “Firewall” in the Start Menu search). In the Firewall control panel, select “Allow an app or feature through the Windows Firewall”
Open a single player Minecraft world
Hit Escape and Select the Open to LAN button
Set the options and open the LAN network
Tell other players a 5-digit port number, that will appear in a chat window

You should be connected to the host's Radmin VPN network
Go to "Multiplayer" on the main menu and either click "Add a server" or "Direct connect".
Copy the host's IPv4 address
Paste the IP in to the server address box along with the 5 digit port number distributed by the host (#####). You should now have something like ##.###.##.###:##### as your IP. (If there are any letters in the IP, you have the IPv6 address. Copy the IPv4 address instead.)
Join the server. You should be able to connect (If you can't see any servers you can try this - helped my friends a lot.