Here are the steps you should follow:
Open the downloaded file and double-click on the OpenVPN Connect icon to install it.
Click Continue one more time and click Agree.
Type your Mac user password and click Install Software.
Go to Applications and open the OpenVPN Connect app.
Download the OpenVPN Configuration Files and unzip them.
Select the FILE tab.
Select one file (from the unzipped files) and drag and drop it to the OpenVPN Connect app or click on Browse and select the file you want.
Enter your VPN username in the Username field, tick the Save password checkbox and enter your VPN password in the Password field.
You can find your VPN username and password in your account on our website, by going to Settings.