However, It seems that everyone can access my LAN resource with my certificate because I just import the config file into the openvpn client sw and the connection is made without asking my password. Is it correct?
your certificate is your key for accessing the remote network and should be remain secret.
openvpn uses TLS/SSL for authentication/authorization and yes the whole session is encrypted
using non symmetric cypher at the initial handshake then switch over to symmetic cypher use (f.e AES).
Please read more about SSL/TLS and you will know how exactly openvpn operates..
Michael.