Tales of Pirates, as well as any other IGG online game, should work with every socksifier and of course in OpenVPN mode. We have only tested Tales of Pirates though.
With SocksCap
Create a profile, call it "TOP" or whatever name you have in mind -- "Tales of Pirates" will do nicely too. As executable, choose "top.exe" in the Tales of Pirates installation directory, and choose the installation directory as base directory (this happens automatically when you choose the executable).
To run Tales of Pirates, start it from the SocksCap window by clicking on the icon and clicking on "Run". Easy as that!
SocksCap needs to be set up to use "localhost", port 1080, as SOCKS5 proxy.
With FreeCap
Using FreeCap, it seems that updates do not work but the game itself does. Start FreeCap, configure a new profile as follows:
Now start the game from the FreeCap window. FreeCap needs to be set up to use "localhost" port 1080 as SOCKS5 proxy.