Yep. Clash of Clans works with a VPN, and
Supercell’s Terms of Service don’t explicitly say “no VPNs.” What they do say is: don’t cheat, exploit, or use unauthorized software, and don’t mess with the service in ways that violate their use limitations. So, using a VPN for connection/privacy is generally fine, but using anything to cheat the game is where you can get in trouble.