1) Ensure your package is up to date on your system. Run the command below:
sudo apt-get update
2) Install the OpenVPN client package:
sudo apt-get install openvpn
3) Confirm OpenVPN package is installed on the system and check the version using a single command:
openvpn –version
If it's lower than version 2.3.4 even after the updates, most likely the available repositories for your distribution is not supported anymore. In this case, simply get the OpenVPN package from their own official repositories by running these commands (as root) below:
wget -O - https://swupdate.openvpn.net/repos/repo-public.gpg|apt-key add -
echo "deb http://swupdate.openvpn.net/apt <OSRELEASE> main" > /etc/apt/sources.list.d/swupdate.openvpn.net.list
Note: Change OSRELEASE to your distribution code name i.e;
trusty (Ubuntu 14.04)
xenial (Ubuntu 16.04)
jessie (Debian 8.x)