Check your email Spam folder that sometimes contains your configuration email “Your Europamente order is now complete”.
The OpenVPN small icon could be hidden in the system tray of the task bar and you would have to click on the task bar arrow to see it fully. It is advised to maintain it permanently visible at all time by configuring the taskbar options for OpenVPN application within windows settings.
This behavior is, in general, a DNS issue (Domain Name Service) that is due to the fact that your Internet Service Provider (ISP) refuses to resolve domain name requests outside its own network. To fix the issue, you have to use 2 different DNS servers than your ISP ones. For instance, you could set 2 OpenDNS DNS servers (primary/secondary) that you can define statically on your Linux PC or on your router if your Linux PC gets its IP / DNS by DHCP from your router.
The OpenDNS available DNS are :
208.67.222.222
208.67.220.220
208.67.222.220
208.67.220.222
208.67.222.123
208.67.220.123