What the badge means
Direct connection means the address is not on a known VPN, proxy, or Tor list. VPN, proxy, Tor, and datacenter badges name the network in front of you. The map on the IP location page then shows that network's area, because that is the place websites see.
Possible original IP
A working VPN does not hand out your home address. This site still looks at the browser. If another public IP appears, it is labeled as a possible original IP and you can open its location. If nothing else appears, the address in the box is the only one websites can see.
Run the check
Open what's my IP and read the line under the address. Use Check again after you connect or disconnect a VPN.