OK, I was able to figure this out. I was relatively new to Mac OS X, so it took some time...
I did a dtruss on OpenVPN connect software on Mac and figured that it was opening files in /private/var/db/receipts/*.bom and *.plist files. From there, I realized that they are managed by pkgutil - for all software installed via packages (.pkg file).
So, that helps and I am now creating new packages for Mac OS X using
http://s.sudre.free.fr/Software/Packages/about.html that allows me to list my application in the OpenVPN logs.