Noob with OpenVPN

[LLinLa]

I'm about a month into my "command line" experience since I decided to tackle a Raspberry Pi playing around with Raspbian and OSMC, so I'm nowhere near proficient in sudoing so to speak. But I'm learning and gettiing around rather well. What I have accomplished is to set up the OpenVPN with a third party provider on that build with quite a bit of googling. It works great. So I thought upgrading my network with a newer, faster router and settled on an Asus RT-AC1900P because it featured an VPN module which I thought was great because it would cover all devices in my home network rather installing it for individual devices. (For those not familliar, it has a tab marked "OpenVPN.")

My Linux-based OpenVPN interface has a provider interface which connects with a provider subsequently loading all servers, certificates, etc.--virtually "automatic"--with options to change or rotate servers and the like. The Asus router seems to insist on a single server config not at all as "automatic." And every machine must have the OpenVPN client installed. It seems counterproductive to my perception of one gateway device filtering all signals.

It may just be my misunderstanding the process. I contacted the commercial OpenVPN who referred me to this forum as the open source folks who might clear things up for me. Does anyone have experience with any vendors (hopefully Asus!) that can set me straight on how it should work? Asus replied with "doesn't assist with VPN" so why did they implement in their device?! Then they re-typed out the section in the manual I've read 20 times already! I considered the DD-WRT route (and may eventually go there) but since OpenVPN is already on this router . . . I thought I'd check with the experts here first to straighten me out if possible. I appreciate any insights and corrections to my preconceptions.

So . . . is this the right place to ask? Is the OpenVPN on the router applicable to this organization? If so, am I misunderstanding the concept of a router based VPN service acting as a filter for the devices behind it? I'm willing to put in the time and effort (I've NEVER learned to leave well enough alone!) IF how I think it should work is possible. I could just as well do the individual device installation but if the router is capable . . .

[TinCanTech]

Start here:
HOWTO: For OpenVPN Community Edition

Expect a steep learning curve.