If you are using a routing-based VPN (dev tun) and you would like to configure your OpenVPN server or client to act as a VPN gateway for a LAN, you should enable IP forwarding. Also make sure that your network interface is in promiscuous mode.
On Windows, see this TechNet article.
On Linux, use the command:
echo 1 > /proc/sys/net/ipv4/ip_forward
On OS X
sudo sysctl -w net.inet.ip.forwarding=1