You will need to add the eurephia value to the USE flag. This will enable the eurephia patch when building OpenVPN.
host ~ # USE="eurephia" emerge net-misc/openvpn
All configuration files for OpenVPN can be found under /etc/openvpn.
If you already have installed OpenVPN on Gentoo without adding eurephia to the USE flag, you will need to reinstall OpenVPN. Otherwise the eurephia will not work properly.
The eurephia plug-in and utilities is on the way into portage, but is not yet finalised and properly reviewed. See
Gentoo Bugzilla #328499 for some more information.
host ~ # emerge dev-util/cmake dev-db/sqlite dev-libs/libxml2 dev-libs/libxslt