Its been a long time since I ran an OpenVPN server/client pair but here goes...
Have you seen this?
This is in the server.ovpn file (Windows) on the OpenVPN server. See the example following from...
# If enabled, this directive will configure
# all clients to redirect their default
# network gateway through the VPN, causing
# all IP traffic such as web browsing and
# and DNS lookups to go through the VPN
# (The OpenVPN server machine may need to NAT
# the TUN/TAP interface to the internet in
# order for this to work properly).
# CAVEAT: May break client's network config if
# client's local DHCP server packets get routed
# through the tunnel. Solution: make sure
# client's local DHCP server is reachable via
# a more specific route than the default route# of 0.0.0.0/0.0.0.0.
Uncomment the push statement, ie. remove the ";" character...
From further reading it is recommened to use the def1 flag in the push command. See the man page for details...
Alternatively you could put the redirect-gatewy statement in your client.ovpn (Windows) file. Here are examples...
Here are the OpenVPN forums for further help...