Não consigo encontrar o link oficial.
O cliente em particular (openvpn-client.msi) que você deseja instalar não parece mais estar disponível no site do OpenVPN.
Ele está disponível em Configuração do OpenVPN Desktop Client -Windows (Hospedado pela UnoTelly).
UnoTelly is currently offering OpenVPN on our UK, US, and Canada servers for customers who are not able to connect to the PPTP VPN due to port blocks and filtering.
Fonte Informações e arquivos do OpenVPN - Por favor, leia
Windows Notes
OpenVPN for Windows can be installed from the self-installing exe file on the OpenVPN download page. Remember that OpenVPN will only run on Windows XP or later. Also note that OpenVPN must be installed and run by a user who has administrative privileges (this restriction is imposed by Windows, not OpenVPN). The restriction can be sidestepped by running OpenVPN in the background as a service, in which case even non-admin users will be able to access the VPN, once it is installed. More discussion on OpenVPN + Windows privilege issues.
Official OpenVPN Windows installers include OpenVPN-GUI, which allows managing OpenVPN connections from a system tray applet. Other GUI applications are also available.
Fonte COMO INSTALAR .
The official OpenVPN release for Windows ships with a GUI frontend called simply "OpenVPN-GUI" and can be found in the .\bin\ subdirectory of the installation path, with shortcuts placed on the desktop and start menu unless unselected during program installation.
Referência Downloads .
Fonte