Kubuntu is like Ubuntu with KDE instead of Gnome as a desktop environment. I use the scripts and instructions from hnyman to set up the build environment detailed in this thread. You may have to make some changes in the configuration to build for your router.
Your router looks to ba a single core 750mhz 4/32 device. I would expect poor OpenVPN performance, if you manage to get an image put together that will fit. https://wikidevi.com/wiki/TP-LINK_TL-WR940N_v6.x