To connect to OpenVPN Access Server using the Connect Client you will need to navigate to the Connect Client for your particular access server. The url is usually https://yourvpnhostname.com
Once you are on the main page of the Connect Client you can go ahead and login with your user credentials:
After entering your credentials you will see a new page that prompts you to download the installer:
After downloading the installer you will want to run the installer:
After running the installer the Connect Client will connect to the OpenVPN Access Server and show the status dialogue:
You are now connected to the OpenVPN Access Server.