I suspect it never installed because that's what I get from reading it. If you installed it should've had a completed screen notification at the end of the install. Did you not see this?

I just installed the MozillaVPN extension on my Windows10 laptop but can't use it because when I select the tool, it tells me to download and install Mozilla VPN - which is already running ! I've tried closing and re-strarting Firefox, and stopping & starting the VPN manually, but that doesn't make any difference.

If you help with Mozilla VPN you can post for ticket support at https://support.mozilla.org/en-US/questions/new/firefox-private-network-vpn/form