Hi, I would like to know if it's possible to connect a DB site 2 site using a VPN?
Not with a connector. You could utilize workbench and have that server connect via VPN before connecting your your database
But workbench isn't it like using a task manager? is there any guide about it?
Yes, you'll schedule jobs to query your database and then send the data up to Domo to ingest.
You can read mode about it here: https://domo-support.domo.com/s/topic/0TO5w000000ZapUGAS/workbench-51?language=en_US
other posibilities would be using ssh isn't it?