I hate to bump an old thread but I'm having the exact same issue and according to Google it seems like this thread is the only one on any forum that discusses this issue. I've tried to follow this guide
https://my.vps6.net/knowledgebase/32/How-to-Install-OpenVPN-on-CentOS-VPS.html to install the OpenVPN but I am also getting stuck on this step. I also tried installing OpenVPN by compiling the source and installing through yum, but none of the install methods creates an "easy-rsa" directory for me. I've searched my entire filesystem to make sure I wasn't missing anything:
[root@d00tbox src]# find / -name \*rsa\*
/etc/ssh/ssh_host_rsa_key
/etc/ssh/ssh_host_rsa_key.pub
/usr/include/openssl/rsa.h
/usr/share/zoneinfo/Etc/Universal
/usr/share/zoneinfo/Universal
/usr/share/zoneinfo/right/Etc/Universal
/usr/share/zoneinfo/right/Universal
/usr/share/zoneinfo/right/Europe/Warsaw
/usr/share/zoneinfo/Europe/Warsaw
/usr/share/zoneinfo/posix/Etc/Universal
/usr/share/zoneinfo/posix/Universal
/usr/share/zoneinfo/posix/Europe/Warsaw
/usr/share/man/man3/SSL_set_tmp_rsa_callback.3ssl.gz
/usr/share/man/man3/SSL_set_tmp_rsa.3ssl.gz
/usr/share/man/man3/SSL_CTX_set_tmp_rsa_callback.3ssl.gz
/usr/share/man/man3/SSL_CTX_set_tmp_rsa.3ssl.gz
/usr/share/man/man3/SSL_need_tmp_rsa.3ssl.gz
/usr/share/man/man3/rsa.3ssl.gz
/usr/share/man/man3/SSL_CTX_need_tmp_rsa.3ssl.gz
/usr/share/man/man1/genrsa.1ssl.gz
/usr/share/man/man1/rsa.1ssl.gz
/usr/share/man/man1/rsautl.1ssl.gz
Is easy-rsa something that has to be installed separate?
