Connecting to An openVPN

Hello Everyone
I have recently joined a learning platform that requires you to connect to a VPN in order to access their material. I was wondering if anyone could help me with an issue I am facing? There is advice for windows and Linux installation but I am running Linux through a VM on a Windows laptop and I am confused as to whether i download the VPN on my windows laptop or on the Linux VM?
TIA

I think your best bet is to just place the VPN on your Windows Computer.

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Thank you, I have tried that an now I can connect

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