you've used PuTTY to copy over the files - this probably caused Win7 to put the files in a virtual store (as Windows7 detects that PuTTY is not win7-aware and hence does this for you automagically). Open a Command prompt with elevated privileges, then CD to the
c:\program files (x86)\openvpn\config
directory. Are the files still there?
Try copying over the config files to a temporary directory, then copy the files to the right location using Explorer.