I installed Openvpn and followed the official guide, the VPN connected but my location and IP address still public and as I understand I must allow something in the firewall, I tried to do many settings but could't make it work, hope someone can help me.
5.1-b With OpenWRT 19.07 (alternative to the above step 5.1-a)
Click on Network in the top bar and then on Firewall to open the firewall configuration page.
Click on the Edit button of the wan (red) zone in the Zones list at the bottom of the page.
Click on the Advanced Settings tab and select the tunX interface (tun0 in the screenshot, which is the most likely if you have a single OpenVPN client/server running)
But I don't have tunX.