@Djalma-Ribeiro You can create a systemd service file and enable it to run on boot and have it execute the OpenVPN connection command.
Here is an example on how we have used it in the past on a VOXL:
[Unit]
After=voxl-time-sync.service
Requires=voxl-time-sync.service
[Service]
Type=forking
ExecStartPre=/bin/sleep 2
ExecStart=/usr/sbin/openvpn --script-security 2 --daemon --config /etc/openvpn/KEY_FILE
[Install]
WantedBy=default.target
Won't be exactly the same as above but that's the general idea.