This helped me get it setup but I am still having issues with it passing DNS traffic.
Upload the .ovpn file and import the certificate. After that then the below settings are helpful.
https://support.hidemyass.com/hc/en-us/articles/204558497-Mikrotik-Client-Setup
If you have the same DNS issues then here is a link to my post on that.
http://forum.mikrotik.com/t/mikrotik-openvpn-client-not-passing-dns-traffic/104048/1