Hi jgracia,
Currently, openVPN is not fully implemented and there is no related menu in the firmware web-interface you need to do it manually.
With some google searches, you should find an howto (of course no need install again the openvpn and openssl package).
A simple request you would have given the link
https://openvpn.net/community-resources/how-to/You will find the related command in /etc/openvpn
But yes it is our todo list