How can I verify if programs that I'm using, if their traffic is going through VPN?

I know I can go to random website using browser and check-up my IP. But it's a browser, I don't know if "my VPN provider" also "censors" traffic for/from all other programs besides browser. My program(s) may be P2P reliant, some of 'em may be blocked. I'd like to be sure.

@edit - These aren't my programs, but programs made by other companies. That should be using currently running VPN. Want to check if they do.

A VPN is a network connection to a remote network. It will only route traffic that is pointed to endpoints in that remote network. IE, most stuff will not be so routed. IE, if is an endpoint on the remote network that has a web server, then the browser if pointed to that address will use the VPN.

Yes, thanks. I do gather idea on how VPN works. :P

But I wanted to find out if program's data are getting rerouted to their remote network. They didn't exclusively deny running programs that require internet. But I would like to know if t... you got it.