If you are using Debian 8, Minibian, Raspbian, or similar distribution based on Debian, then you normally you install OpenVPN from the Debian repository. This is unfortunately usually outdated, many versions behind the latest release.
If there is a service where you should always use the most up to date version, then OpenVPN certainly is. Not necessarily because of new features, but because
↧
Compile Latest OpenVPN from Source on Debian 8
↧