Connect to a VPN server through a Raspberry (connected VPN client)
As @andrew-morozko suggested, Raspberry does not not redirect incoming packets to the vpn connection without configuration:

  sudo iptables -t nat -I POSTROUTING 1 -o tun0 -j MASQUERADE
  sudo iptables -I FORWARD 1 -i tun0 -o eth0 -m state --state RELATED,ESTABLISHED -j ACCEPT
  sudo iptables -I FORWARD 1 -i eth0 -o tun0 -j ACCEPT