I am a new Ubuntu Linux server user. How do I setup an OpenVPN Server on Ubuntu Linux version 14.04 or 16.04 LTS server to shield my browsing activity from bad guys on public Wi-Fi, and more? OpenVPN is a full-featured SSL VPN (virtual private network). It implements OSI layer 2 or 3 secure network extension using the SSL/TLS protocol. It is an open source software and distributed under the GNU GPL. A VPN allows you to connect securely to an insecure public network such as wifi network at the airport or hotel.