>>5455
A VPN is basically a server somewhere on the internet which accepts a connection from your computer and forwards it to the IP you're actually trying to connect to. In your case the connectivity looks like this:
Computer <---> Phone <---> VPN <---> Destination
The connection between the device running the VPN software and the VPN server itself is encrypted. That means that the authorities can see that you are connected to the VPN, but they can't see what traffic is flowing over that connection and hence can't see what sites you are browsing.
If you run the VPN on your phone, the connection from your computer to your phone is less secure and if your phone is compromised, then so is your VPN connection.
If you run it on your computer you don't have to trust your phone at all. Only your computer and the VPN server can spy on you.