Firstly Open terminal and update repositories using command:
sudo apt-get update
Now Install https Transport if not:
sudo apt-get install apt-transport-https
Now Install OpenVPN Repository Key:
wget https://swupdate.openvpn.net/repos/openvpn-repo-pkg-key.pub && apt-key add openvpn-repo-pkg-key.pub
Findout your Ubuntu Distro Code name using command:
lsb_release -a
Now Add the repository to your repository list and Replace $DISTRO with codename got from previous Command:
wget -O /etc/apt/sources.list.d/openvpn3.list https://swupdate.openvpn.net/community/openvpn3/repos/openvpn3-$DISTRO.list
Now Update the Repository and ignore the warnings:
sudo apt-get update
And Finally Install openvpn3
sudo apt-get install openvpn3
And connect with openvpn3 server
openvpn3 session-start --config client.ovpn