First things first, even if it is a testing PC, I would recommend you conduct the tests within
virtual machines.
Virtual machines are emulated computer systems which are capable of running so-called
guest operating system installations. They are essentially completely isolated from the host machine (the machine which contains and runs the virtual machine software), which means that malware will not be able to harm your system and you will be able to freely test any malware sample and essentially any other software.
Do note however, that (although rarely) some malware samples incorporate certain routines which are able to detect whether they are trying to be executed within an emulated environment. Thus, some specific malware samples may not run at all. (however, the vast majority of malware is not coded to be virtual machine-aware, so you will most probably not run in such issues)
One of the best virtual machine deployment and management applications is
VirtualBox which is also free and open-source.
Virtual machines also have some handy features like guest snapshots (instant backups of a specific state of a virtual machine, which you can use to restore the guest OS to that state), which may facilitate the testing procedure. (you won't have to re-install or repair the system after antivirus or malware testing)
VPNs (virtual private networks) are private networks (such as the local network in your home) which is extended over a public network (such as the Internet) by means of dedicated endpoint-to-endpoint connections
(computers "talking" to each other thus creating "endpoint-to-endpoint" connections) and/or virtual network tunneling protocols
(tunneling protocols allow for the providing and access of a network service, that the underlying, actual network, does not directly provide/support - think of a tube inside another tube), both options usually also incorporating traffic encryption.
As far as VPNs are concerned, I do not believe they are necessary parts of software testing procedures, and even when it comes to malware testing, VPNs can actually hinder the tests (since most VPN services filter malicious domains), than facilitate them. VPNs can only shield your local network in the case of malware testing, so that it cannot infect your other PCs connected in the network. (malware will be forced recognize the VPN connection and not your local network)
All in all, I recommend you install some sort of
virtual machine software, create and deploy a virtual machine, and run your tests there.
There is no need to run any type of tests (either software/antivirus tests or malware tests) in a physical machine.
