OpenVPN

Configure

Install

Watch out, OpenVPN has tried to monetize with their "Access Server" product. What you want is OpenVPN "Open Source" aka "OSS".

You will need two machines to follow suggested installation: one for OpenVPN and a separate isolated machine to run EasyRSA to manage certificates.

EasyRSA

Get the tarball link from the releases site, and install it:

mkdir -p ~/apps && cd ~/apps 
wget https://github.com/OpenVPN/easy-rsa/releases/download/v3.0.8/EasyRSA-3.0.8.tgz
tar xvf EasyRSA-3.0.8.tgz
cd EasyRSA-3.0.8 && cp vars.example vars && emacs vars # uncomment && update as desired

Debian

OpenVPN (OSS) is available with most distros' package managers.

sudo apt install openvpn

Docker

This seems to be a good starting point here and here are some instructions. Not going there, Keith "you don't want to mix security concerns", Tom "KISS".