Download program OpenVPN version 2.3.14 (file Installer for Windows XP with extension .exe).
Program version 2.4 and above does not support Windows XP more.
Install program by default.
Leave all the settings by default.
Allow install OpenVPN driver.
Complete the OpenVPN installation for Windows XP.
Run OpenVPN app.
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:| Program Files | OpenVPN | config
Connect to the OpenVPN server in Windows XP.
Connection is successfully established.