Can I use outlook web access with mail app on iphone 4?
I don't believe the mail app can work with OWA. If you cannot build the exchange account in the normal fashion do to the vpn being required then the server that hosts the exchange mail app on the iPhone is likely out of the picture. 

Can you not use the safari browser to access the web location for your companies mail service? The company I work for has the Outlook web access page available mail.company.edu for example. When I go to the page it loads up and allows access. Sadly this is the only way I can think of. 

Maybe someone else will have a work around for you but in the IT field I deal with Exchange accounts a lot and the best option would be to have a mail service that can be reached without a vpn required. Perhaps your companies IT can provide more information on accessing the exchange mail server.