When you're connected using the vpn-client:
- 1. What's the ip-address of your virtual adapter (ifconfig, ipconfig)
- 2. How does the routing-table look like (netstat -rn, route)
- 3. Can you ping "the other side", which is the vpn-server itself?
If step 3 works, you need to figure-out routing on the server, which is outside openvpn but inside the server-OS