It is a bit insecure because we use a single file for the configuration and the certificates and no additional password. So everyone who has this file will be able to connect to your network. Handle with care!

Before you can start you have to configure and start your openvpn server as described here.

ToDo Screenshot
Click "Add" to start the create connection wizard.
Be sure you've chosen "Host-to-Net Virtual Private Network (RoadWarrior)" an click "Add".
Type in a name for the new connection. In our example it is "vpn2iphone".
A bit below on the same screen type in a name of who uses this connection. Of course it could be the same name as the connection name. Do not enter a password!
Here you can choose to which of your networks the client will be connected. For most people "GREEN" is the thing to choose. Click "Save" to save the config.
As you see we have created a new openvpn client configuration. Now you have to download it so we click on "Download insecure client package (zip)". Please follow the save dialogue of your browser.
Now go to the folder where you saved the file and unzip it. You will find a .ovpn file within. This file you have to mail to your iPhone.
If you not already done it install the "OpenVPN Connect"-App via the App Store on your iPhone. Open your Mail client on your iPhone and open the mail with your .ovpn file and tap on it.
In the following dialog choose the "OpenVPN Connect" App to open it.
Finally click on the green button to save the configuration.

Now you iPhone is able to connect to your network via OpenVPN.