Here are the steps for installing OpenVPN on Windows:
Run the downloaded OpenVPN for MacOS installer.
Install OpenVPN on MacOS
The Install OpenVPN Connect page appears, press the Continue button.
Install OpenVPN on MacOS
Read the EULA and press the Continue button to continue the installation process.
Install OpenVPN on MacOS
In Installation Type, press Install.
Install OpenVPN on MacOS
Wait until the process is complete.
Install OpenVPN on MacOS
Install OpenVPN on MacOS
Open the OpenVPN client application that you just installed in OpenVPN on your computer. Press the Agree and OK buttons. OpenVPN can now be run on your computer