Download last version of OpenVPN (file Installer with extension .exe).
Start OpenVPN installation and Allow the program to make changes.
Install program by default.
Leave all the settings by default.
Allow install OpenVPN driver.
Complete the OpenVPN installation for Windows 8.
Run OpenVPN app.
Program has created folder for configuration files.
In the "My Account" download OpenVPN files 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 in Windows 8.
Connection is successfully established.