Download your configuration file from the page Config Generator.
If you don't already have the OpenVPN package installed in your system, you can tick Advanced Mode and tick Bundle executable (only for x86/amd64 based systems). Have a look here to take care of DNS push (OpenVPN will not do that for you by default): https://airvpn.org/topic/9608-how-to-accept-dns-push-on-linux-systems-with-resolvconf/ Open a terminal console, reach the directory where you stored the files generated by the Configu