I have Windows 10 and a VPN which uses OpenVPN, and that is installed. I want to check which version of OpenVPN is installed as I would ungrade to version 2.4 if the current version is older. How can I check?
Try opening your program and find a File Menu; or a Help Menu. Click on either and look for an ABOUT item on the subsequent Task Menu dropdown. Most programs in Windows, or Linux have this. It's been a convention in all windows programs for 25 years or so.
I think the OP means he uses a VPN service such as NordVPN, PureVPN, etc that uses OpenVPN as it's connection software.
In this case it depends on the program but for PureVPN for instance you can find the OpenVPN binaries here:
C:\Program Files (x86)\PureVPN\ovpn
However if you manually update the binaries the program may lose its ability to work with OpenVPN, so I recommend backing up the files before you replace them to do your manual update. If your having trouble locating where it's placed OpenVPN try doing a search for openvpn.exe or openssl.exe and that may lead you to the right path.
Also to manually update the binaries you will have to find the latest OpenVPN binaries (2.4.8 as of time of this post), then copy them manually to overwrite your VPN software's version. Hopefully that is pretty straightforward. You can right click, properties your openvpn.exe file to see which version it is.