If it is showing as Stopped in the WUI then you can press the button which will be labelled Start OpenVPN Server
This message is because your client has OpenSSL-3.x
You can confirm this on your client by running the command
openssl --version
If it is 3.x and not 1.1.1x then you need to follow the approach in this post/thread
https://community.ipfire.org/t/ovpn-cert-creation-algo/7911/18
of adding into your clients openssl configuration the legacy option.