Download the OpenVPN file from here and extract it
Open the OpenVPN application and click on the plus sign at the top right corner of the app.
Then click on import and import the OpenVPN file that was downloaded.
Choose the file depending upon the location that you wish to connect to. You can check http://limevpn.com/network-locations/for the server list.
Click on the file once it is imported, it will prompt for username and password. Enter the details and it will connect to the server.