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Choose a country from the VPN servers list and download files OpenVPN (UDP | TCP). For those who does not know: UDP and TCP are communication protocols. UDP is faster but consumes more energy on mobile devices and may not be available in some networks. TCP could be a bit slower but has ability to connect to proxy-servers and is widely available.
Next, you need to import the downloaded files into the system:
Windows: copy files .ovpn in folder C:\Program Files\OpenVPN\config\;
Android, iOS, Mac OS: click on files .ovpn in the file manager and they will get imported.
Before the launch, in Windows, right click OpenVPN shortcut, choose "Properties", open "Compatibility" tab, and check the box "Run as administrator". After the launch, right click the icon "OpenVPN", choose the configurational file, and make a connection with a simple mouse click.
To launch in Linux, type the following command: sudo openvpn /path to the .ovpn file
For any other operational systems, please use GUI utility.