What is (and how to know) the relationship between network connections?

I have the following network set up: PC------modem-----ISP The modem is working in bridging mode so I need to create a broadband connection on my PC. There are quite a few networking connections in Control Panel\Network and Internet\Network Connections : Ethernet 2 corresponds to the physical NIC on the PC, Broadband Connection corresponds to the broadband connection I created, and other connections are created by some VPN software. Since these connections are all shown there, they seem to be in equal status. But they are actually not because some use the service of others so they must be on t

Question by William on Super User, licensed CC BY-SA. We show a short excerpt and link to the original thread as credit.