If your company has some legal software license installed, and enabled VPN connection for its employee, basically you can check out license through VPN connection, and work at home, or anywhere has an internet connection (even by phone line modem).
The whole process is LEGAL! You are not pirating, as long as your company agrees.
Many cases, it is indeed possible and even legal. But some license agreements are bound to one "geographical location." So, it may work technically well, but some policymakers, lawyers and other persons digging deep to such picky license terms might decide to deny the fun :?
Might be good to check that stuff for each program to be used, in case you end to disagreements with the management, and get fired or something.....