I apology if my topics is maybe stupid but i'm beginner in openvpn

i have installed openvpn server on a windows 10 computer.
i can reach the server from outside and also open a share folder.
On the server, i have an application connected to an SQL server.
When i run this application on the server, everything works fine.
But when i try to launch this application from a client running the exe file from the share folder the application doesn't work.
Thanks for your help.