How to send only "work" related requests over vpn for El Capitan (10.11)
You should talk to the VPN administrator.  Typically, the decision about what traffic is routed to your network is made by the VPN server since there are security implications to allowing the device to send only some traffic down the tunnel.  We use Cisco VPN and we do not allow clients to do what you describe because it opens a potential hole in our network security.