you should first upgrade to the latest stable release , that is Centos 6.9
openvpn 2.4.1 is already provided in the epel repository
yum install epel-release && yum install openvpn
if you must have the latest and greatest ...
yum install epel-release gcc gcc-c++ yum-utils
yum-builddep openvpn
wget https://swupdate.openvpn.org/community/releases/openvpn-2.4.2.tar.gz
tar xvf openvpn-2.4.2.tar.gz
cd openvpn-2.4.2
./configure
make
make install