How to configure VPN only for certain programs?

Question

linux

I must say right away that it is programs, and not target IP addresses, that in the era of clouds, setting up by IP is simply meaningless, Telegram has already shown this.
Interested in OS: Windows, Linux (below answered by akimdi ), Android (@falsebyte).
I haven't chosen a VPN myself yet, I'm leaning towards OpenVPN, for now I'm using pptp.

Answer 1

For Android, the OpenVPN for Android application definitely works, in which you can specify which applications will use the VPN.

Answer 2

I believe that some stray that uses LD_PRELOADand intercepts the network (example: torsocksfor Tor) can do this.
Or perhaps something like this with iptables.

Answer 3

For this I install these programs in a separate virtual machine.