This is a Add-On for Home Assistant which enables to tunnel the communication of your Home Assistant server with the world through a VPN connection.
Move your client.ovpn file to hassio/share folder in your server.
Just navigate to the Hass.io panel in your Home Assistant frontend and add the OpenVPN Client add-on repository: https://github.com/gui28347/openvpn-ha
Then, scroll down and locate the OpenVPN Client Hass.io Add-Ons section. Click on OpenVPN Client, then INSTALL and Start.