The format for the cp command, which you have followed, is "source" followed by "target", however the system you are on feels that the "source" file or directory is not there.
Firstly, do you understand the -r directive? That means to recurse into a directory, therefore it would expect that "source" you typed to be a directory.
Secondly, do you know how to use the "ls" command? That shows the contents of a directory. Therefore you can do things like:
Code:
ls -l /use/share/doc/openvpn/examples/easy-rsa
to see what is in the one level higher directory and see if "2.0" is a file, directory, or if it's non-existent.