BruceLee wrote

I have recently encountered an annoyance. I listened to my friend’s recommendation last month to buy NordVPN. Before I bought it, I specially checked that Nordvpn supports the router, so I bought it. Their explanation is as follows:
 

"If you want an out-of-the-box solution with extra safety and privacy by NordVPN, head over to our partners at FlashRouters. They offer pre-configured VPN routers that will deliver top-notch security and performance.
You can also buy a router and configure it yourself. We usually recommend these routers for home users without high requirements for performance (up to 10-40 Mbps respectively): Asus RT-N18U, Asus RT-AC66U, Asus RT-AC68U, Asus RT-AC87U, Asus RT-AC3200.
Please note that we strongly recommend getting an Asus router. While you can get many different routers from other manufacturers, most Asus routers have a built-in OpenVPN client and require little effort to set up. Most other routers require firmware flashing, which might be Tricky and does not work on all platforms.
If you want a router that provides the best performance possible (in the best-case scenario, up to 120 Mbps with OpenVPN encryption), check out these:
Asus: RT-AC86U, RT-AC88U (AC3100), Asus RT-AC68U (AC1900), RT-AC5300
D-Link (requires flashing with DD-WRT): DIR-885L, DIR-895L
Linksys (requires flashing with DD-WRT): EA8500, EA9500 (no DD-WRT available yet), WRT1900ACS, WRT3200ACM
Netgear (requires flashing with DD-WRT): R7500, R7800, R8500, R9000"
 

Later I wanted to set it up on my TP-LINK. I followed the prompts and could not always use it.
 

Is it because they don't support TP-LINK? I consulted Nordvpn, but I haven't got a reply yet.
 

Does anyone know how to set up a VPN on TP-LINK?

You can check if TP-Link support encryption for VPN. If not, maybe it cannot work with NordVPN. Gnerally NordVPN need encryption for VPN.