To install a VPN like NordVPN on the Xiaomi 5G CPE Pro, it's important to check whether the router supports VPN functionality.

- The Xiaomi 5G CPE Pro uses the MiWiFi ROM operating system, which is based on OpenWRT. OpenWRT is an operating system that can be customised and extended to support VPN functionality.
- However, the product specification does not explicitly mention any built-in VPN functionality. It should be checked whether the router's current firmware can be updated or modified to support VPN connections.

In summary, although the Xiaomi 5G CPE Pro uses an operating system that could theoretically support VPNs, there is no clear confirmation that this specific model is compatible with NordVPN or other VPN services without a custom firmware configuration or update. It would be advisable to consult Xiaomi's official resources or contact their support for more specific information.