yes you will need certificates and keys (pki).
After that, set up openvpn client+server using the default files found on the openvpn website
http://openvpn.net/index.php/open-source/documentation/howto.html#client
http://openvpn.net/index.php/open-source/documentation/howto.html#server
Use 'dev tap' instead of 'dev tun' , do NOT use ethernet bridging on the server.
On the client-side: use 'dev tap' as well and bridge the tap (tap-win32) adapter together with the client-side LAN adapter (Local Area Network connection on Windows). On Windows this is done in the Network control panel, on Linux you'd use brctl command; I have no clue what you'd use on MacOS.
This will have an impact on the client's computer settings, so you'd best experiment with this yourself before attempting to hand it to an end-user.