I managed to install the OpenVPN package, and I have all the necessary OVPN files.
But when I cd to the directory that the OpenVPN files are in and I run (from the root terminal)
sudo openvpn AirVPN_CA-Toronto-Ontario_Lesath_UDP-443.ovpn
Mon Dec 5 20:01:19 2016 OpenVPN 2.3.4 i586-pc-linux-gnu [SSL (OpenSSL)] [LZO] [EPOLL] [PKCS11] [MH] [IPv6] built on Nov 19 2015
Mon Dec 5 20:01:19 2016 library versions: OpenSSL 1.0.1k 8 Jan 2015, LZO 2.08
Mon Dec 5 20:01:19 2016 Control Channel Authentication: tls-auth using INLINE static key file
Mon Dec 5 20:01:19 2016 Outgoing Control Channel Authentication: Using 160 bit message hash 'SHA1' for HMAC authentication
Mon Dec 5 20:01:19 2016 Incoming Control Channel Authentication: Using 160 bit message hash 'SHA1' for HMAC authentication
Mon Dec 5 20:01:19 2016 Socket Buffers: R=[212992->131072] S=[212992->131072]
Mon Dec 5 20:01:19 2016 UDPv4 link local: [undef]
Mon Dec 5 20:01:19 2016 UDPv4 link remote: [AF_INET]184.75.221.2:443
Mon Dec 5 20:01:19 2016 write UDPv4: Operation not permitted (code=1)
Mon Dec 5 20:01:21 2016 write UDPv4: Operation not permitted (code=1)
Mon Dec 5 20:01:25 2016 write UDPv4: Operation not permitted (code=1)
Mon Dec 5 20:01:33 2016 write UDPv4: Operation not permitted (code=1)
