To connect your Synology Diskstation with your OpenVPN Server you can import your ovpn-Config file. In my case (authentication via certificates) I had to include/embed my certificates directly into the config file.
It is described here: https://community.openvpn.net/openvpn/wiki/Openvpn23ManPage#lbAV
Another usefull post (but not needed if you include the certs, keys, tlsauth in your ovpn-config file): https://robert.penz.name/772/configure-a-synology-nas-as-openvpn-client-with-certificate-authentication-and-make-it-stable/
tls-client pull dev tun proto udp remote testserver.com XXXX resolv-retry infinite nobind persist-key persist-tun <ca> // place the content of your ca.crt here </ca> <key> // place the content of your xxx.key here </key> <cert> // place the content of your xxx.crt here </cert> <tls-auth> // place the content of your xxx.tlsauth here </tls-auth> remote-cert-tls server key-direction 1 verb 4