You may try to follow this tutorial: https://hackernoon.com/using-a-vpn-server-to-connect-to-your-aws-vpc-for-just-the-cost-of-an-ec2-nano-instance-3c81269c71c2
Due you are using Amazon VM, the task of configure the OpenVPN is a little more complex, I hope that the tutorial above help you to configure it successfully
