I attached a picture for you.

I am using AR300M.

Step 1: configure OpenVPN and let it connected

Step 2: go to Luci, System->LED Configuration, and click “Add”

Step 3: Do the same as in the picture. You should find “tun0” in the interface as shown.

Note: In “Trigger Mode” there is “Link On” choice. I didn’t select this. So now only when openvpn is has traffic the LED will flash. I think this is enough. If you tick “Link On”, they the LED will always on. Even when it cannot connected but the Interface will not disappear. So I suggest not to select.