Intel published an OpenSSL patch to support AES-NI on linux, and they published a patch to support it on Windows using the CryptoServices; I have yet to see if the OpenSSL patch also works when compiling OpenSSL on Windows.
If OpenSSL supports AES-NI (you can find out using 'openssl speed -evp aes-256-cbc') then you can make use of this patch in OpenVPN using
engine aesni
I can confirm that this work on Linux.