Note: you must have local admin rights to both install and run OpenVPN if using version 2.3.x or older; if using version 2.4 (recommended) then local admin rights are only needed for installation. See here for more information.
Launch the msi installer for the client and click next:
Read and accept the License and click next:
Choose the location to install the program files for the Desktop Client and click Next:
You are now ready to install the Desktop Client, click Install to proceed:
Please wait while the Desktop Client Installs:
You may see a warning asking you to install the Desktop Clients TAP Adapter, check the box that says "Always trust software from "OpenVPN Technologies, Inc." and click Install:
The Desktop Client is now installed, click Finish to complete the installation:
Note: this step is only needed if you are using OpenVPN client 2.3.x or older. If you are using version 2.4 or newer (highly recommended), then please skip this step.
The OpenVPN client needs to be run with elevated privileges so it can update the route table - otherwise, connections will appear successful, but there will be no connectivity to any remote resources. To ensure this, locate the shortcut you are using to launch the OpenVPN client, right-click Properties, and go to the Compatibility tab. Ensure that there is a tick next to "Run this program as an administrator".
Once the client has been installed, you then need to extract the config.zip file (generated by Untangle/Gateway Control Console), to the following location:
Now see this article on how to connect via VPN.