OpenVPN Server

@vgaetera thank you for keeping that wiki page updated, however:

  1. Copy-pasting code from a web-page into terminal is easier than downloading the script. Also gives user more control over what to do/not do and ability to easier inspect the commands they're about to run.
  2. Removing comp_lzo actually hurts compatibility with older systems (imho not a single Chromebook supports lz4. Also, comp_lzo option was added back to openvpn in 18.06.2.