sudo apt-get install openvpn
zypper in openvpn
sudo yum install openvpn
sudo pacman -S openvpn
cd /etc/openvpn
sudo wget https://www.privateinternetaccess.com/openvpn/openvpn-nextgen.zip
sudo curl -o openvpn.zip https://www.privateinternetaccess.com/openvpn/openvpn-nextgen.zip
sudo unzip openvpn-nextgen.zip
config-filename-goes-here.ovpn