Running OpenVPN from a console window
First, create a config file. A sample is provided in \Program Files\OpenVPN\config\sample.ovpn.txt
Edit this file and save to a .ovpn extension. Now, run OpenVPN by right clicking on the .ovpn filename and selecting "Start OpenVPN on this config file".
You can also run from a command prompt window:
openvpn --config sample.ovpn