How to avoid VPN on host and only connect to LAN on host?

So I’ve got this work computer… yes it has too many group policies preventing me from what I want to do so I installed a VM using Player trying to set up my own stuff in the VM. I’m struggling to set up the VM’s network so it bypasses work VPN on the host and only acts as another computer on my LAN. Is this possible?

 

The VPN is Citrix Gateway, the network connection for the VPN is on Citrix Virtual Adapter network adapter. Windows 10 Enterprise.

 

In addition, the PC has cellular capability. But I don’t think it’s possible to bridge the VM to the cellular adapter? It’s a DW5820e Intel 7360 LTE-A cellular adapter.

 

I could set up a proxy server on my LAN and just use the proxy server. Citrix Gateway is letting me have access to my LAN. But I want to explore if it’s possible to have the VM completely separate from the VPN connection and only use my LAN connection, wired or wireless.