Definition
DNS Security Extensions are defined in RFC 4033-4035. They protect integrity, not privacy: queries and answers still travel unencrypted unless you also use DNS over HTTPS or DNS over TLS.
How it works
Each signed zone publishes keys and signatures. A validating resolver follows a chain of trust from the DNS root down to the domain. If a signature fails, the resolver refuses the answer, which defeats cache poisoning and many spoofing attacks.
Why it matters
People often confuse DNSSEC with encrypted DNS. For VPN users, the useful point is that a VPN's own resolver should validate DNSSEC, while encrypted DNS and the VPN tunnel hide your lookups from the local network.