It probably requires a subscription to a Usenet provider. ISPs used to provide this service in the states, but I haven't seen that in a long time. Search for USENET PROVIDER or NEWSGROUP PROVIDER to find a service.

You'll need a service that has 'binary' groups. It will also need to provide access to specific groups that people use for games. There are many, many binary groups, and not all providers give you access to all the groups (for good reasons). Something with 'gamez' or 'warez' in the group title is a good start.

You'll need newsreader software. I used Forte Agent back in the day. I'm sure there are better readers out there now. It should have NZB support, and PAR file support is important (you'll want to look up those terms to learn about them).

Usenet is more complicated than torrenting, but I wouldn't bother with a VPN on Usenet. Since you'll have a login for access, a VPN wouldn't help. But in this case the law enforcement target would be the Usenet provider, not the users.