I have tried the markusmcnugen image myself and could not get it to work. No DNS resolvers were available, so my RSS feeds were inoperable. I never found a solution, even after reading many posts on his github page, and I wasn't alone with that problem.
Which VPN server is used is usually specified in the .ovpn file provided by your VPN provider. Look there and edit the file accordingly.
As for the differences between docker run, create or compose, you'll have to find examples of those formats and look at them. Just look at various docker image documentation pages and you'll find some. Or google for answers.
As for now (and the last few years) I use Deluge for the client with a SOCKS5 proxy. I have also tried qbittorrent with the same proxy, but the RSS feeds hang when updated. I don't know why, others have had the same problem, but I have not yet found a solution.
The binhex/arch-delugevpn image works for me, but offers no advantage to me over the plain version so I stick with the linuxserver/deluge image and the SOCKS5 proxy.