Just got Civ 5 but multiplayer disconnects

I purchased civ 5 so I can play with friends. But I disconnect every 5-10 minutes when I am in the game with them. I googled the issue and it looks like a VPN can fix the issue? But I am a little confused. If I use a VPN I would still connect through Steam?

I play with my friends using Evolve vpn client, works perfectly fine. But it requires to be installed on everyone of yours friend's PC's. Game goes through local network in that case. Hope that this will help. Google to get more info about this.