1. Install OpenVPN following the instructions for your distro. Or you can rather download the source package and compile it.
2. Uncompress the zip file found in your user's home, in the VPN folder. The exe and ovpn files, if there, aren't necessary for this type of connection.

cd ~/Downloads
unzip vpn-udp-22-user.name-config.zip

1. Go to the directory where files are uncompressed

   cd ~/Downloads/vpn-udp-22-user.name

2. Execute openvpn with superuser privileges. Depending on the system's configuration you may need to use sudo or su.

   sudo openvpn vpn-udp-22-user.name.ovpn

   su
   openvpn vpn-udp-22-user.name.ovpn

3. To disconnect press Control+C.