Historically, PC gaming has been synonymous with Windows. While the Mac gaming landscape is improving thanks to Apple Silicon and the Game Porting Toolkit, the vast majority of users needing a "Virtual LAN" to play Age of Empires II or Left 4 Dead 2 are on Windows PCs.
If you must use the specific Radmin VPN software, you will have to use a virtualization or compatibility layer. However, results are mixed: Radmin VPN | Download Free VPN radmin vpn macos