How to setup OpenVPN Client

Yes, you can use OpenVPN directly. This way you can use more settings as well.

First you need the openvpn package:

sudo apt-get install openvpn

Then you can connect like this:

sudo openvpn --config /path/to/config.ovpn

The sudo is important because OpenVPN won't be able to connect otherwise (I think because it has to change the routes).

Easiest method is running this command:

sudo apt-get install network-manager-openvpn-gnome

And then add a OpenVPN connection from Network Manager which after above command supports importing .ovpn files.

As Louis has explained installing openvpn client can be done with command

sudo apt-get install openvpn

However if you are using dual authentication mechanism for your vpn server, simple connection with

sudo openvpn --config /path/to/config.ovpn

will not be sufficient. You need some extra setup.

1. Make sure your config file has auth-user-pass line.

2. Next add --auth-retry interact to your connection command. So your entire command would look like

   sudo openvpn --config /path/to/config.ovpn --auth-retry interact