openvpn: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/sbin/openvpn - from package: openvpn

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/sbin/openvpn - from package: openvpn

You may install the required package with command apt-get install {package}

Error in other languages:
openvpn: bevel nie gevind nie
openvpn: comandă negăsită
openvpn: comando não encontrado
openvpn: commande introuvable
openvpn: command not found
openvpn: käsku ei ole
openvpn: không tìm thấy lệnh
openvpn: komanda nerasta
openvpn: Kommando nicht gefunden.
openvpn: kommandot finns inte
openvpn: komut yok
openvpn: nie znaleziono polecenia
openvpn: níor aimsíodh an t-ordú
openvpn: no se encontró la orden
openvpn: no s'ha trobat l'ordre
openvpn: opdracht niet gevonden
openvpn: parancs nem található
openvpn: perintah tidak ditemukan
openvpn: príkaz nenájdený
openvpn: příkaz nenalezen
openvpn: команда не найдена
openvpn: командата не е открита
openvpn: 命令找不到
openvpn: コマンドが見つかりません