If you are running version 11.x or higher of iOS and version 22.214.171.124 or higher of iTunes, you will see that a few things have changed. This article details how to install OpenVPN using these versions.
1. Download the remote client configuration file via Apps > OpenVPN > the Server tab > the Remote Clients tab:
You can download either the single/inline .ovpn file or the .zip file:
If you selected the .zip file, there's one more step. Unzip that file and move everything out of the 'keys' folder into the top-level folder, with the .conf and .ovpn files, like this:
Clicking the image above will load it, full-size, in a new window.