If you are facing some issues when using VPN with Office 2013, the Microsoft Excel support team blogged about the issue.
While using a VPN connection with Office 2013, users have reported that they are unable to connect to the internet within Office, causing some Office 2013 functionality not to work as expected.
Scenarios we have seen include:
1. Word 2013 unable to insert online pictures
ERROR: "You need an internet connection to insert online pictures"
2. Office Account Connected Services shows no internet connectivity
ERROR: "NO INTERNET CONNECTION Connect to the Internet to add or manage services"
Read more at source: http://blogs.technet.com/b/the_microsoft_excel_support_team_blog/archive/2014/03/24/office-2013-reports-no-internet-connectivity-with-vpn-connection.aspx