Take a look at
https://www.qubes-os.org/doc/vpn/
For leak protection and security it is best to set up a vpn client in a
proxy vm, between sys-net and the appvms. You can follow the
instructions from the doc "Using iptables and openvpn", or use the
firewall script as an example. The two critical commands that prevent
leaks (in the proxy vm configuration) are:
iptables -I FORWARD -o eth0 -j DROP
iptables -I FORWARD -i eth0 -j DROP
This means that no forwarding can take place involving the
upstream/clearnet interface eth0, so the only way out is through the vpn
tunnel.
Chris