Why is my VPN showing it is off and cannot turn on

Judy,
Have you enabled the option "Start Secure VPN when the computer start" & "automatically turn on VPN when the app starts"?
If so, share the screenshot http://support.avg.com/SupportArticleView?urlname=How-to-create-a-screenshot of that settings interface and your AVG Secure VPN interface which is turned off after PC restart.

Why will my VPN protection not turn on or show that it is working if it connected automatically on switching machine on?

Judy,
Have you enabled the option "Start Secure VPN when the computer start" & "automatically turn on VPN when the app starts"?
If so, share the screenshot http://support.avg.com/SupportArticleView?urlname=How-to-create-a-screenshot of that settings interface and your AVG Secure VPN interface which is turned off after PC restart.