If you're unsure, right-click the file, select Properties, Details, and you should see it's copyrighted 'OpenVPN Project' and originally called OpenVPN.exe. Why does this matter?

1] Install the latest version of TAP adapter: All VPNs use a TAP adapter, and it’s mostly from OpenVPN. So, re-download the file and install the TAP adapter driver. If you do not know what a TAP ...

The malicious content of the OpenVPN file can then lead to tampering with the VPN service, information disclosure, and hijacking through arbitrary commands.