There's not much on that directory posted around the 'net.
You'll probably want (need?) to ask the MacPorts folks that provided that package about that missing file.
As an alternative to the MacPorts port, see if the homebrew installation of OpenVPN works better.
See the TunnelBlick Wiki for some related information on setting up and using OpenVPN with the Tunnelblick GUI front-end for OpenVPN, too. (Not sure if that'll help here, but they have a variety of information posted.) There's also this discussion.
FWIW, my preference is to use an external VPN server box; a dedicated board or some spare hardware running BSD or Linux if you're prefer that, or acquire a commercial gateway-firewall-server box. This allows access even when the Mac is down or misbehaving, and you combine this with a network-connected power strip for some hack-ish remote power management of your systems.
Thank you very much!
I found simple-rsa on github and copied it over to the /opt/local/share/doc/openvpn2/ directory.
I refered to the discussion thread that you have linked me followed the steps. I was able to successfully create it.
I am thinking about the dedicated hardware for an external vpn server box, I may do it once I get enough budget.