Getting Caught for Proxy?

On the school ipads that are controlled by all that cert crap through boces and lightspeed, can I get caught for trying to bypass their filters? I want to download Wattpad but it keeps saying SSL error and it's super annoying like what the **** it's a reading app lol I downloaded this vpn thing someone recommended and it is asking me if I should install it and it's allowed to access security info. I've already gotten I trouble for doing this kind of thing on a school ipad before a while back but is the vpn thing really a big deal? Or will it not work anyways because I am already connected on a home network? Thanks, not a big deal, just figured any advice is appreciated.

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