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Client Installation Guide
Many Linux distributions including Ubuntu desktop variants come with Network Manager, a nice GUI to configure your network settings. It also can manage your VPN connections. Make sure you have package network-manager-openvpn-gnome installed. On Ubuntu:
sudo apt-get install network-manager-openvpn-gnome
To inform network-manager about the new installed packages you will have to restart it:
sudo restart network-manager
Open the Network Manager GUI, select the VPN tab and then the 'Add' button. Select OpenVPN as the VPN type in the opening requester and press 'Create'. In the next window add the OpenVPN's server ip address as the 'Gateway', set 'Type' to 'Certificates (TLS)', point 'User Certificate' to your user certificate, 'CA Certificate' to your CA certificate and 'Private Key' to your private key file. Use the advanced button to enable LZO compression.
Tunnelblick is an excellent free, open source implementation of a GUI for OpenVPN for OS X. The project's homepage is at http://code.google.com/p/tunnelblick/. Download the latest OS X installer from there and install it. Then put your client.ovpn config file together with the certificates and keys in /Users/username/Library/Application Support/Tunnelblick/Configurations/ and lauch Tunnelblick from your Application folder.
First download and install the latest OpenVPN Windows Installer. OpenVPN 2.3.2 was the latest when this was written. As of this writing, the management GUI is included with the Windows binary installer.
You need to start the OpenVPN service. Goto Start > Computer > Manage > Services and Applications > Services. Find the OpenVPN service and start it. Set it's startup type to automatic. When you start the OpenVPN MI GUI the first time you need to run it as an administrator. You have to right click on it and you will see that option.
You will have to copy your OpenVPN config in C:\Program Files\OpenVPN\config\ along with the certificates.
Document Credit: Viljo Viitanen and Ubuntu Documentation Team
Document License: Creative Commons ShareAlike 3.0 License (CC-BY-SA)
Original Document: https://help.ubuntu.com/14.04/serverguide/openvpn.html#openvpn-client-implementations