A few years ago, Facebook acquired a VPN app from security software company called Onavo. The app, Onavo Protect, has been sitting there, not doing a whole lot. But now Facebook is on a more concerted push to make Onavo part of your Facebook experience.
If you launch the Facebook app on your smartphone, pop into the settings and scroll down the "Explore "section (you might need to tap on a "Show more" option) you'll find a link to something called Protect. This leads you to an App Store link for Onavo Protect. But it's not just about protecting your data.