Yes, you can. VPNs aren't specifically banned in
Warframe's EULA, but Digital Extremes does say that you cannot "use IP proxying or other methods to disguise the place of your residence." What this means in plain English is that you can use a VPN to protect your privacy, but using it to look like you live somewhere is against the game's rules. You can still do it, though. Just know that it's against the rules!