I don’t use VPN, but I do know in Settings, there is a VPN tab under Connectivity, from there is where you set up your VPN, tap that tab and a new screen opens,
you’ll see a notification middle of the screen that says; “There are no VPN connections set up”
Pull down on the top menu and tap “Add new VPN”
I will assume your .opvn file is for OpenVPN?, if so, choose that option, you will be asked to import that .opvn file you downloaded, for it to be installed.