Kodi is a very extensive Media Player. It’s highly advisable not to use it without additional security measures. To use it with NordVPN, you would have to connect the device Kodi is running on to NordVPN servers.
You can read more about Kodi here: https://nordvpn.com/unblock/kodi/
Kodi is usually running on an Android Operating System, and for that you can follow the Android set-up guide here: https://support.nordvpn.com/hc/en-us/articles/207619055
If you have downloaded Kodi on Windows, you can follow the Windows guides instead: https://support.nordvpn.com/hc/en-us/articles/115001195229
If using a Linux distribution, you should be able to follow our article on Linux, specifically the connection methods via terminal: https://support.nordvpn.com/hc/en-us/articles/206927749
Note: If you are streaming content from Peer-to-Peer networks, we suggest using our P2P servers: https://support.nordvpn.com/hc/en-us/articles/206939499