Windows
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First off you'll need to download the OpenVPN connect client installer from . The client just acts like any other VPN application and just lets you get connected and manage your connection to the VPN server that runs on your dedicated machines.
Once you've downloaded the executable file, as shown above, find the file likely in your downloads folder and just double click on it to run it after this you should see the below installer pop up on your screen.
When you can see this screen just hit Next to go to the next page of the installer, it'll now show you the license agreement for the application which you can give a read over if you'd like, then when you're done, just tick the "I accept the terms in the license agreement" box and hit the Next button once again
After ticking this box and hitting next, you'll be presented with the final screen before installation, all you need to do here is click Install, after hitting install it'll start working away installing OpenVPN as shown below.
After installation, it will show a small message to say that it's finished and you can just click done here, and you've got OpenVPN Connect installed and are now ready to use the VPN, Just follow the guide on the page to get started and get up and running.