I think you're confused. OpenVPN is both the server and the client. I'm arguing that you can simply download an OpenVPN client, get the .ovpn config from your VPN provider, and you're good to go.
To clarify: VPN Providers are running their own OpenVPN servers, and this is likely what their apps are connecting to in the first place. This is why most of them offer .ovpn configs for you to use in your OpenVPN client.