Iptables is not for
routing, it's a
firewall implementation for Linux OS. Other OS's have different firewalls with different command syntax. As opposite to routing concept, which is basically the same across different platforms and OS's supported by OpenVPN.
There is another option for whatever commands you want to be executed upon connect:
--route-up cmd
Run command cmd after routes are added, subject to
--route-delay.
cmd consists of a path to script (or executable program),
optionally followed by arguments. The path and arguments may be
single- or double-quoted and/or escaped using a backslash, and
should be separated by one or more spaces.
In
/etc/openvpn/client.conf that
you use on the client machine it looks like this:
...
route-up /path/to/script/route-up.sh
In that script you put your iptables commands.