Download the latest version of OpenVPN application (file Installer with .msi extension).
Install the OpenVPN app.
Allow installation of the program.
Run OpenVPN app.
After launch, a folder for configuration files is created.
In the Subscriptions download OpenVPN files for Windows and extract the ZIP archive to the Desktop.
Copy OpenVPN files from Desktop to folder:
C:| Users | (User name) | OpenVPN | config
Connect to OpenVPN server on Windows 10.
Connection successfully established.