Hi Gerhard,
In general I'd recommend the community client for connecting to a community server (which any router/firmware-based openvpn is), and use Connect for OpenVPN Cloud or Access Server. That said, it can be done, but you will have to figure out how to put together a client config file for your server. It can refer to external files, or it could be all inline as Cloud and Access Server user profiles are.
Anyway, your question is not about the Connect client per se, but rather about how to come up with your client config file. Maybe Teltonika has a howto? You can also refer to the official
HOWTO.
regards, rob0