My guess is that you didn't install the openvpn client package in windows as admin.
When you install the package, you have to right click, run as admin and accept all the following dialogue boxes.
I also make a habit of right click and running the openvpn gui as admin even after install, but its not required.
If you are not sure that you installed as admin, please uninstall openvpn completely and and then reinstall with the right - click run as admin.
I also use TUN usually and not TAP so much. If you have other VPN solutions installed along side openvpn, those can also cause issue.
(windows firewall or any firewall can also break things - Might want to deactivate those during troubleshooting)