It depends on the type of connection. Site to site or Road Warrior? If it's site to site, then you either use the specific IP of the remote end or a hostname alias.
Use the alias/ IP as the source or destination address in the shaper rule depending on whether you're shaping for upload or download.
You will likely need to shape using floating rules. As an example, if you have the remote VPN endpoint (server) at abc.com.
Then you will need to setup a host alias with abc.com.
Setup a floating rule with 'WAN' as interface and direction 'OUT'. Select Destination host as the alias or IP (for static IPs).
Select the protocol and destination port as per the type of VPN connection you have. If it's OpenVPN, it's UDP 1149 by default. Then set the traffic shaper queues accordingly and you'll have your upload shaper rule.
For download, set another rule. This time using 'WAN' as interface, direction 'IN'. Select the protocol but this time set the alias & port for 'source' instead.