I don't think a guide exists for that at this time. But support for CloudConnexa is available at https://support.openvpn.com so you could try your luck there.
In general though, you get a connection profile downloaded as a file to your computer, and then get that into whatever interface your router has. There can be different ways that this is done - as a single file that contains everything that's needed, or as separated files, in which case you'll need to do some cutting/pasting to get the required files.
Without having such a router to look at, I wouldn't know what it expects.
