Steam Region

Good day,I used the program CyberGhost 6,is to change the IP and download the game to the incentive which is not available in CIS but only in Europe and in the USA,but I was told that it is better to create a new account there to use this program and to download the game,because the Maine Akka you can get banned,and I would like to know if this is true?just if I downloaded second account and I will play through the main account,will I get the account suspension?