If your iOS device is on version 5.0 or higher, then yes, you can do it directly from the handset by going to Settings/General/Software Update.
If you're on iOS 4.x then no, you will need a computer to do this.
To upgrade in your situation, I would recommend the following steps:
1) On your new laptop, open iTunes, and in the preferences on the devices tab, make sure Prevent iPods, iPhones, and iPads from syncing automatically
2) Plug your iPhone in to the new laptop, and in iTunes, select the iPhone on the left pane.
3) Click Check for update.
It should find a newer version, and start to download the file. You can now disconnect your iPhone from your new laptop.
Once it has downloaded this file, you should be able to find it on an OSX system in your home folder/library/iTunes/iPhone Software Updates. On Windows it should be in your user profile folder\Application Data\Apple Computer\iTunes\iPhone Software Updates.
You can copy this file to your old computer, and then plug your iPhone in to that.
On a Mac, hold the Option key (alt on modern keyboards) (shift on Windows) and click Check for update. You should now be able to manually navigate to the ipsw file you just copied over.
It should now start the update process on your iPhone.
Depending on the VPN client being used, this may or may not be possible. Certain VPN clients (like Junos Pulse, for example) can be set by your network administrator at work to enforce certain routing policies when connected via your VPN client. If your sysadmin at work set your VPN client to force all outgoing traffic to go through your VPN then you're most likely out of luck (I know that Junos Pulse can be set to automatically disconnect if the routing table is touched once connected). As your sysadmin at work how it's configured.
Best Answer
Activity Monitor
To see the number of sent packages you can use "Activity Monitor".
Open it and choose the "Network" tab. Click the "Sent Bytes" column to sort all applications by data sent.
Little Snitch
You can use a firewall software like "Little Snitch" to monitor any incoming and outgoing network connections. It can display a detailed traffic history which you can filter by application.
It is a paid software but you can use the trial for a few days and remove it afterwards.
Keep in mind that this requires you to install the software on the client's machine.