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 to install OpenVPN driver.
Complete the OpenVPN installation for Windows XP.
Run OpenVPN app.
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:| Program Files | OpenVPN | config
Connect to the OpenVPN server on Windows XP.
Connection is successfully established.