Root device.
Install Busybox and run the app to install Busybox binary.
Install OpenVPN Installer and run the app to install OpenVPN binary.
Setup ADB (presumably this is already done because of step 1,2,3).
Push OpenVPN configuration files, CA certificate, certificate, and key to /sdcard/ (I use the filename config.ovpn to denote OpenVPN configuration file):
adb mkdir /sdcard/openvpn
adb push client.key /sdcard/openvpn/
adb push client.crt /sdcard/openvpn/
adb push ca.crt /sdcard/openvpn/
adb push config.ovpn /sdcard/openvpn/ :?:
Run adb shell:
# su # openvpn --cd /sdcard/openvpn/ --config client.ovpn
openvpn should now be running, to verify your IP address:
# curl
http://curlmyip.com/