If you are using a URL then perhaps I now understand why it is not possible on Linux, but it is possible on Windows.
On Windows, the OpenVPN client takes care of implementing DNS. DNS is where a name like
http://yourserver.com/ gets translated to
http://123.45.67.89/. On Linux DNS needs to be manually implemented. So on Linux using a URL with a name instead of an IP to access a resource over VPN doesn't work by itself.
Add to your OpenVPN configuration file(s) by editing the configuration directly, the following lines:
script-security 2
up /etc/openvpn/update-resolv-conf
down /etc/openvpn/update-resolv-conf
If you have resolvconf on your system, that should then implement DNS server pushed by your VPN server, to your Linux OS.
Alternatively don't use a URL with DNS name, but use the IP directly, like
http://123.45.657.89 or wherever your server is. Perhaps then it will work for you.
Good luck.
