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De acordo com o este link
Add the following directive to the server configuration file:
push "redirect-gateway def1"
If your VPN setup is over a wireless network, where all clients and the server are on the same wireless subnet, add the local flag:
push "redirect-gateway local def1"
Pushing the redirect-gateway option to clients will cause all IP network traffic originating on client machines to pass through the OpenVPN server. The server will need to be configured to deal with this traffic somehow, such as by NATing it to the internet, or routing it through the server site's HTTP proxy.
On Linux, you could use a command such as this to NAT the VPN client traffic to the internet:
iptables -t nat -A POSTROUTING -s 10.8.0.0/24 -o eth0 -j MASQUERADE
This command assumes that the VPN subnet is 10.8.0.0/24 (taken from the server directive in the OpenVPN server configuration) and that the local ethernet interface is eth0.