Thank you for the very smart answer by @rsenio. Apparently he thinks he's the only one he can reach the HOWTO section. But I'm not here for that.
I found that the client version of my friend doesn't work and reinstalling an older version worked fine with its configuration.
Finally he could connect to the server but openDNS still block him some domain...I thought openVPN ddidn't route all the traffic, like web traffic (that's was new for me).
So I added these to the server configuration file
push "redirect-gateway def1"
push "dhcp-option DNS 10.8.0.1"
and added to iptables
iptables -t nat -A POSTROUTING -s 10.8.0.0/24 -o eth0 -j MASQUERADE
I don't need to add nothing to the client?