Decided to setup a openvpn server on a new CentOS 7 box and it was not exactly straight forward so below are the steps required, this should be enough to get started
On a (minimal) centOS 7 box:
yum -y install gcc rpm-build vim openssl-devel lzo-devel pam-devel wget wget http://swupdate.openvpn.org/community/releases/openvpn-2.3.5.tar.gz rpmbuild -tb openvpn-2.3.5.tar.gz
if using a seperate server for as the VPN server:
scp ./RPMS/x86_64/openvpn-2.3.5-1.x86_64.rpm server:/tmp