This is a basic summary of excellent tutorial from Digital Ocean on how to setup OpenVpn with Docker.
https://github.com/kylemanna/docker-openvpn
https://www.digitalocean.com/community/tutorials/how-to-run-openvpn-in-a-docker-container-on-ubuntu-14-04
1. Create an fqdn
I am using AWS Route53 for this step so when you login create an A record(assuming you are pointing to an ip.) for your vpn. Assuming your domain name is yourdomain.com, create something like vpn.yourdomain.com
2. Create a data container.
export OVPN_DATA="ovpn-data"
docker run -name $OVPN_DATA -v /etc/openvpn busybox
3. Generate vpn config file based on fqdn.
docker run --volumes-from $OVPN_DATA --rm kylemanna/openvpn ovpn_genconfig -u udp://vpn.yourdomain.com:1194
4. Generate ovpn_initpki
docker run --volumes-from $OVPN_DATA --rm -it kylemanna/openvpn ovpn_initpki
5. Run the server
docker run --volumes-from $OVPN_DATA --rm -p 1194:1194/udp --cap-add=NET_ADMIN kylemanna/openvpn
6. Generate client keys
docker run --volumes-from $OVPN_DATA rm -it kylemanna/openvpn easyrsa build-client-full serkan nopass
docker run --volumes-from $OVPN_DATA -rm kylemanna/openvpn ovpn_getclient serkan > serkan.ovpn
7. Run the server
docker run -d --volumes-from $OVPN_DATA -p 0.0.0.0:1194:1193/udp --cap-add=NET_ADMIN kylemanna/openvpn
