Dunno OpenVPN, but if you only want a remote desktop, a VNC throught ssh will be easier and very secure, depending of the length and complexity of your password.
You'll have to forward the port (22 for ssh) from your router to your server.
There's plenty of threads around explaining how to do that.
Basically, you launch a VNC server and ssh server on your box.
Then, you connect from win$ with ssh, specifying you wanna tunnel the X11 port (5900), then you launch VNC client, targeting win$ (the X11 port is tunnelled).