Please check the Mac app with an antivirus before launch as it is downloaded from the developer's website, and we cannot ensure that it is safe. AlwaysVPN for Mac lies within Security Tools, more precisely General.
From the developer:
AlwaysVPN is a hosted virtual private network. Our service creates an encrypted link between your computer and our servers and then forwards all of your Internet traffic through this link.
For example this prevents local eavesdroppers from listening in on your Web communication at a public WIFI hotspot.