@kstlan02
First off, it's not wise to use public IP ranges in the local network, even for docker.
Then I'm wondering, why don't you run the OpenVPN server on pfSense.
Do I have to do the port forwarding from the WAN to the LAN or do I have to do it from the WAN to the Docker container that is running OpenVPN?
"LAN address" is the wrong destination here for sure. This is an IP assigned to pfSense itself. Hence forwarding to it, is not that, what you want.
The question is then, how can pfSense reach the container?
I'd expect, that the container gets its traffic forwarded inside the VM. But don't know, how you did configure it.
So you have to forward the OpenVPN traffic either to the VM address or to the container IP. In the latter case, you would need to add a static route for it on pfSense of course.