Hello techluver,
I assume you are expecting to see your public IP changed. That is not what OpenVPN Cloud does by default.
You will need to attach a system that serves as a VPN egress point. That is a system somewhere that has Internet access that you will cannot to OpenVPN Cloud and use to route traffic through from OpenVPN Cloud to the Internet.
Please see this document:
https://openvpn.net/cloud-docs/openvpn-cloud-vpn-egress/
Kind regards,
Johan