fxfxfx wroteIs this possible
Yes
fxfxfx wroteWhich directories do I need to copy the files to?
Where ever you configure openvpn to load them from ..
fxfxfx wroteVPS running Ubuntu 14.04.4
Typically you would have the files somewhere like /etc/openvpn/server/pki/*.*
However, you will need your entire backup from the easyrsa folders that you created your PKI to use easyrsa with them again.