There is no OpenVPN while adding new VPN connection in Kali linux ?
The reason is quite simple, Kali linux doesn’t come with pre installed openvpn so we have to add thin manually.

Install openvpn and other network tools using following command at terminal

apt-get install network-manager-openvpn network-manager-openvpn-gnome network-manager-pptp network-manager-pptp-gnome network-manager-strongswan network-manager-vpnc network-manager-vpnc-gnome

Now go to settings > Network
Click on + to add new vpn
Click on VPN and OpenVPN will be now showing there