OpenVPN GUI:Connection to client has failed on Windows

Connection to Client has failed

There is something blocking the connection to the OpenVPN server. Here are the steps to solve this isssue.

First

Check the log files

Second

Check your Firewall

Third

Open your client.conf file and make sure that the paths to your certificates are absolute path
replace for example:
key client.key with
key "c:\\Program Files\\OpenVPN\\config\\client.key"