some APPS like vpns apps , never made for arch what can we do if we want use apps like this
If a PKGBUILD or similar doesnt exist … you make one.
As you dont seem to want to share any more information or a link or anything … I guess that means its up to you.
… and you still don’t want to reveal the name of the software which you are interested in 
amazing
Almost nothing is solely and specifically “made for Arch”
but there is a very good chance that you’ll find almost anything in the AUR.