In order to install OpenVPN on your Ubuntu Server, you simply need to run a command
wget https://git.io/vpn -O openvpn-install.sh; bash openvpn-install.sh
After that, you need to follow script’s instructions. It will perform all configurations by it own except certificate configuration (you’ll need to enter certificate data manually).
Please note, if you want to reinstall OpenVPN using this method make sure that “open-vpn” doesn’t exist on your server (if it exists you can please remove it with all dependencies using “purge”).