Download OpenVPN app ver. 2.5.9 from official site

The latest version doesn't work

https://swupdate.openvpn.org/community/releases/OpenVPN-2.5.9-I601-amd64.msi

Settings > Apps > Advanced app settings

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Anywhere, but warn me before installing an app that's not from the Microsoft Store

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Dubble-click the downloaded file, and "Install Now"

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"Close"

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