I don't know if there are any special tools they use, but to me, it's very easy to know who is using VPN in some cases. If you notice a particular user who, each time they login to their account, appears in a new location with a different IP address from their last login, is that not an obvious sign of VPN usage?
What if I'm using the same IP or the same range from the same country?
If you are using the same IP in the same country, it will be hard for the casino to detect you, but this can only be done with a paid VPN and not all those free and cheap ones.
The only way I feel it will be easier for the casino to detect such users is if there is any activity they consider suspicious and they ask for any form of verification document that will reveal their real location.