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I'll presume as PIA runs on the desktop it's running a VPN for everything from my laptop?
Short answer: Yes.
Better answer: Mostly.
It will run everything over the VPN for the routes that the VPN declares, which is typically the common ports across all non-local IP addresses. Obviously local network traffic remains local, so it should also be obvious that not everything goes via the VPN. It is further possible to configure a VPN to not be used for certain apps, protocols or websites. I actually do this on my Android, because I let Google Play Music download music direct from Google and to allow Cast to work on the local network, whilst everything else goes over the VPN.
Most VPNs and VPN software offers a network kill switch if you want to be at the extremes of things, you can disable networking if the VPN isn't being used for a communication.
As a generalisation though... yes, everything goes over the VPN by default.
The app is nice, does faster connects as they can make lots of assumptions and short-circuit some of the usual cipher negotiation chatter.
But yeah, you can configure this manually if you want. There are instructions online, just pretend you're running Linux and you'll end up with a help page that just gives you details.