OpenVPN Support Forum

Hi All, I'm new to VPN and the forum. I'm trying to setup OpenVPN between 2 desktop pc's. One PC is at my residence and the other on a property where it is used to monitor security.
I have installed OpenVPN GUI v 11.29.0.0 on both PC's and imported the relevant files onto both PC's

When I try to connect to I always get the following message
WARNING: No server certificate verification method has been enabled. See http://openvpn.net/howto.html#mitm for more info.

I have looked through the attached link but was unable it find any information that addresses my problem.

Can anyone tell me what I've missed or not completed correctly?
Any help or assistance will be greatly appreciated.

At this stage of the learning curve I'm not sure what you are asking for and I think it is a bit soon for me to provide this information because I'm not certain that I have installed or configured each PC correctly.
As a starting point can someone please advise on how the desktop pc should be setup, installed software, config etc.