You can uninstall or removes an installed openvpn package itself from Ubuntu 17.04 (Zesty Zapus) through the terminal,
$ sudo apt-get remove openvpn
If you would like to remove openvpn and it's dependent packages which are no longer needed from Ubuntu,
$ sudo apt-get remove --auto-remove openvpn
If you use with purge options to openvpn package all the configuration and dependent packages will be removed.
$ sudo apt-get purge openvpn
If you use purge options along with auto remove, will be removed everything regarding the package, It's really useful when you want to reinstall again.
$ sudo apt-get purge --auto-remove openvpn