In the warning screen, click on Advanced
Click on Proceed to 35.171.214.124 (unsafe)
Type in your username/password. Username and password has been shared to your via Zoho Vault, under the entry OpenVPN – username. If you have forgotten your zoho password, please open a helpdesk ticket before resetting your password.
Click on the Windows icon to download the VPN installer
Once download has completed open your Downloads folder in finder, and look for the file called openvpn-connect-xxxxxx_signed.msi, and open that file and complete the installation of the VPN
Once installer is done, delete the installer file
Make sure to delete the installer for the VPN