Here are the steps for installing OpenVPN on Windows:
Run the downloaded OpenVPN for MacOS installer.
The Install OpenVPN Connect page appears, press the Continue button.
Read the EULA and press the Continue button to continue the installation process.
In Installation Type, press Install.
Wait until the process is complete.
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