This scheme workable?
There is an article on Habre with a very detailed description of how to configure CA and generate keys. The only thing it uses is not Windows, but if You have your own Windows CA, you problems it shouldn't be. Then copy the generated keys and start the OpenVPN server.
In General, I advise you to begin setting up the OpenVPN on my article, as on Habre it is much too complex and convoluted for the novice.
As for the CA, keys and certificates - see article on Habre
Setup OpenVPN here
Authorization to AD - here