Mimiko wroteThe documentation is ok. Most of it is related to OpenVPN server and the one who setup's VPN. Simple users are guided by the admins of corresponding OpenVPN connections.
You can download desktop client or installer, which basically is the same, but none will work whitout a config file (.ovpn), which you must configure or get from the administrator of the VPN.
The answer is straight-forward: You are using some kind of a client to connect to the openvpn-server.
The administrator of the vpn can exactly tell you wich client is perfect for you AND provide you the nessecary configfiles, which includes the .ovpn-file, certificates and keys.
This pair will allow you to connect to the server and use openvpn.