You haven't specified if you're trying to setup OpenVPN as a server or a client.
As @egc mentioned, the server would need port forwarding from your main router.
However, if you're talking about a client, see this:
As an aside, if Wireguard is an option, I'd recommend that instead of OpenVPN. Wireguard is more modern, secure, easy to configure, and far more performant than OpenVPN.