Access network shared files, do work. Access a database and such
Remember when you are using VPN you are basically transferring the file every time you wish to access it. If the software you are using is a client / server type where the client resides on your local machine accessing a db overseas then expect dog slow performance on any query due to the increased latency (not to mention the ton of potential traffic that has to occur). You might want to consider instead of using VPN to use RDP. That way all your traffic is still local on the overseas machine and the only thing that is put over the net is basically your screen refreshes. You can also map your local drive over the RDP connection for any files you wish to transfer between the two (which will be limited to your slowest connection).
As a general rule of thumb, databases and vpn don't play well together.