Yeah, some. You need to learn some new tools, like ssh, command line usage and how to keep the system up-to-date. That's the bare minimum. Then it's good to learn a bit of network firewalling, to secure the host better.
Then you need to deploy a VPN server. OpenVPN Access Server is easily installed and can help settings things up reasonably quickly. The unpaid install allows you to have 2 devices connected at the same time.
Alternatively, there is the Cloud Connexa service. That will function a bit more like the Proton VPN Secure Core when fully set up (you can can connect from your devices from a different region from your VPS's location). You run a few commands on your VPS which the Cloud Connexa wizard setup guides you through. The free plan here includes 3 connected devices (in your case VPS + 2 devices).
With both alternatives you can install the OpenVPN Connect app on your devices, provide the username/password/otp for the account you've created in Access Server or Cloud Connexa, and you're basically ready. The Connect app downloads the proper config file and you can connect just as the consumer VPNs.