OpenVPN is a full-featured open source SSL VPN solution that accommodates a wide range of configurations, including remote access, site-to-site VPNs, Wi-Fi security, and enterprise-scale remote access solutions with load balancing, failover, and fine-grained access-controls.

OpenVPN client installation.
Download link:

OpenVPN on Windows 10

OpenVPN must be installed and run by a user who has administrative privileges

Running OpenVPN using Windows’s Command Prompt:
Right-Click Windows’s Command Prompt as -> More -> “Run as Administrator
openvpn –config YourConfigFile.ovpn

Microsoft Windows [Version 10.0.16299.19]
(c) 2017 Microsoft Corporation. All rights reserved.

C:\WINDOWS\system32>openvpn --config confignotes.ovpn
Wed Nov 08 23:49:08 2017 OpenVPN 2.4.4 x86_64-w64-mingw32 ...
Wed Nov 08 23:49:08 2017 Windows version 6.2 (Windows 8 or greater) 64bit
Wed Nov 08 23:49:08 2017 library versions: OpenSSL 1.0.2l  25 May 2017, LZO 2.10

Running OpenVPN using the OpenVPN-GUI:
Put your config file (.ovpn) in the folder: C:\Users\Username\OpenVPN\config\
In the Start Menu, Right Click the OpenVPN-GUI->More->”Run as Administrator

Then Right-Click the OpenVPN-GUI on the task bar and click Connect.