Download the last version of OpenVPN (file Installer with extension .msi).
Install program by default.
Complete the OpenVPN installation on Windows 8.
Run OpenVPN app.
Program has created a folder for configuration files.
In the Subscriptions download OpenVPN files for Windows and extract the Zip archive to the Desktop.
Copy OpenVPN files from the Desktop to a folder:
C:| Users | (User name) | OpenVPN | config
Connect to the OpenVPN server on Windows 8.
Connection is successfully established.