In order to achieve changing Public IP when connected to VPN, you need a Network Connector that will serve as your Internet Gateway.
A Network Connector will need to be installed on a VM/Server or OpenVPN compatible router that has the Public IP you want to use. With this, you could route specific public domain names via VPN if you don't want to route all your traffic to a VPN tunnel.
If you want to route all your internet traffic to VPN, you could configure VPN Egress instead.
2. Choose which method best fits your VPN requirements then implement either VPN Egress or route-specific public domain names via VPN.
3. Follow the guides in Step 1 then test to assure VPN traffic is routing properly.