As configured in previous article, OpenVPN required port 1194 and protocol UDP. It can also run on any other port and also TCP but this OpenVPN article describes how to use it with port UDP 1194.
If you use OpenWRT go to Firewall as shown below
Add port 1194 and allow UDP (or UDP and TCP) as here. Specify input port 1194, specify IP where this should be forwarded. It should be the local IP of your router. In this example 192.168.1.11. If you want to find local IP, open cmd.exe and type ipconfig.
If you want to find how to configure OpenVPN find it here http://www.geeklemons.com/blog/how-to-install-openvpn-client-and-openvpn-server-on-windows/
