Any free VPN service whether run on the PC/device itself or on a router is going to be limited in it's functionality.
I.e., you will be limited to how many devices you can use the service on simultaneously (which is usually the case with a paid service as well) and will be limited in the data allowance they provide for free ... another thing to consider here if you do happen to use a totally free VPN service is the overall security aspect ... do they log etc etc.
As an example of this free service limitation, TunnelBear (who I am not saying are a bad service) free will only give you 500mb per month (although they use to have caveats to get a bit more per month for free such as Tweeting about TunnelBear) - I don't know if this is still the case as I have moved to another service which I run on each of my devices giving unlimited data and the ability to have ten total simultaneous connections.
Therefore I recommend selecting a paid service ... but again, do your research as to your selections Policy about logging etc etc.
Now in the above I have dealt with VPN installed to devices and it sounds like you are more interested in the router side of things ... in either case ... a paid service is still the go IMO ... I'm paying about $60 (AUD) a year for my selected service and am very happy with it.
Getting back to the main point, installing a VPN service on your router ...
Check out the video on this page for an example:
Protect your home devices with a VPN on your router. Follow this tutorial to set up a VPN on your Asus router, using the ASUSWRT interface.
www.expressvpn.com
ExpressVPN even offer setup guides as well as having the ExpressVPN service pre-configured on a router which you can purchase from them along with your ExpressVPN account which you can see here:
Protect every device on your Wi-Fi—install ExpressVPN on your router or get a preconfigured VPN router. We make it easy to set up a router VPN client at home.
www.expressvpn.com
It really boils down to if the router has the inbuilt functionality to get a VPN service up and running out of the box (I.e., supports OpenVPN protocol which then allows the user to configure the purchased service) or alternatively allows custom flashing of the firmware to do same.
I hope this helps you out a bit with your question and please note that I am not personally endorsing any particular router or VPN service here ... do your research!
Cheers