Make sure you have the corresponding OpenVPN package in the same directory. The GnuPG signature files for the OpenVPN file releases are available on the download page right next to the download button. If the verification succeeds you should see some message like this somewhere in the output:
-
gpg: Good signature from "OpenVPN - Security Mailing List <security@openvpn.net>"
+
`gpg: Good signature from "OpenVPN - Security Mailing List <security@openvpn.net>"`