When you make the connection it will add routes..
You can bump up the logging verbosity to view them being added..
example, here is my currently connecting to my pfsense openvpn setup at home.. See the routes get added
Mon Jul 13 16:38:31 2015 Successful ARP Flush on interface [22] {5A2F7EEA-6ED4-4F64-84E8-6A9A17179285}
Mon Jul 13 16:38:36 2015 TEST ROUTES: 4/4 succeeded len=4 ret=1 a=0 u/d=up
Mon Jul 13 16:38:36 2015 MANAGEMENT: >STATE:1436823516,ADD_ROUTES,,,
Mon Jul 13 16:38:36 2015 C:\Windows\system32\route.exe ADD 192.168.9.0 MASK 255.255.255.0 10.0.8.5
Mon Jul 13 16:38:36 2015 ROUTE: CreateIpForwardEntry succeeded with dwForwardMetric1=20 and dwForwardType=4
Mon Jul 13 16:38:36 2015 Route addition via IPAPI succeeded [adaptive]
Mon Jul 13 16:38:36 2015 C:\Windows\system32\route.exe ADD 192.168.2.0 MASK 255.255.255.0 10.0.8.5
Mon Jul 13 16:38:36 2015 ROUTE: CreateIpForwardEntry succeeded with dwForwardMetric1=20 and dwForwardType=4
Mon Jul 13 16:38:36 2015 Route addition via IPAPI succeeded [adaptive]
Mon Jul 13 16:38:36 2015 C:\Windows\system32\route.exe ADD 192.168.3.0 MASK 255.255.255.0 10.0.8.5
Mon Jul 13 16:38:36 2015 ROUTE: CreateIpForwardEntry succeeded with dwForwardMetric1=20 and dwForwardType=4
Mon Jul 13 16:38:36 2015 Route addition via IPAPI succeeded [adaptive]
Mon Jul 13 16:38:36 2015 C:\Windows\system32\route.exe ADD 10.0.8.1 MASK 255.255.255.255 10.0.8.5
Mon Jul 13 16:38:36 2015 ROUTE: CreateIpForwardEntry succeeded with dwForwardMetric1=20 and dwForwardType=4
Mon Jul 13 16:38:36 2015 Route addition via IPAPI succeeded [adaptive]
if you add
verb 4
to your config you should get more details..
routesopenvpn.png
routesopenvpn.png_thumb