Can you selectively apply what uses a VPN connection?

I'm not very techie and like a lot of people I'm working from home.

I use a work computer (macbook air) and log into our corporate network via VPN. I need to be on the VPN to use corporate skype, access outlook, shared drives, etc.
But...sometimes I find myself on facebook, or ...reddit, etc. Probably technically violating the acceptable use policy.

Is there a way I can set it up so for example Chrome goes through the vpn, but Safari does not?

Or is it like when you're on a VPN everything you do has to go through that connection?

Please give me some feedback, suggest things to google, etc.

Thanks so much.