Connect to OpenVPN using Windows 10 built-in VPN

Solution 1:

VPNs do have multiple protocols and for different protocols, different type of configurations are needed.

Here are the top 5 VPN protocols are explained: https://www.makeuseof.com/tag/major-vpn-protocols-explained/

As per this document, Windows 10 VPN supports L2TP, PPTP, SSTP and IKEv2 protocols and there is no support for OpenVPN protocol.

In these cases, you need to download the OpenVPN software which will eventually register a Virtual Network driver and your VPN will work over that virtual driver.

Solution 2:

The OpenVPN protocol is not one that is built into Windows. Therefore a client program is required that can handle capturing the traffic you wish to send through the OpenVPN tunnel, and encrypting it and passing it to the OpenVPN server.

Reference:
https://openvpn.net/vpn-server-resources/connecting-to-access-server-with-windows/