Connecting to a 3G router from the Internet?

Question

Network administration

There is an ASUS RT-N10 router with a Megaphone 4G modem
plugged into it. The port I need is forwarded to the local network.
As far as I know, the operator issues a gray IP address and in this case DDNS will not help.
How do they do it then?
I heard that they raise a dedicated VPN server and connect the router to it, but then all the traffic that goes from the router will go through this VPN ...