Here is a how to do,

root@dm900:~# opkg update

then

root@dm900:~# opkg list | grep openvpn
openvpn - 2.5.0-r0 - A full-featured SSL VPN solution via tun device.
openvpn-dbg - 2.5.0-r0 - A full-featured SSL VPN solution via tun device. - Debugging files
openvpn-dev - 2.5.0-r0 - A full-featured SSL VPN solution via tun device. - Development files
openvpn-doc - 2.5.0-r0 - A full-featured SSL VPN solution via tun device. - Documentation files
openvpn-sample - 2.5.0-r0 - A full-featured SSL VPN solution via tun device.

and then install openvpn (below on DM900UHD it's preinstalled),

root@dm900:~# opkg install openvpn
No packages installed or removed.

root@dm900:/# cd /usr/sbin
root@dm900:/usr/sbin# ls openvpn
openvpn
root@dm900:/usr/sbin# ls openvpn -l
-rwxr-xr-x 1 root root 646220 Feb 17 19:46 openvpn

So it should be already installed or you will have to install it as explained above.

Admin
_________________________