How to install and run "Openvpn"

Well, I am a new member in Linux and I try to install and run "Openvpn". It's a programme that allows me to open and download articles, e.g. from Scopus. I have downloaded it, I think that I have installed it and I can't run it. On terminal is shown: Starting virtual private network daemon(s)... when I type the command to start running. This is the url of the page I downloaded from: http://www.nmc.teicrete.gr/vpn_linux. It says about Fedora, but I have Ubuntu. Is this the problem? How can I solve it?
Thank you.