In the screenshot, I can see the client configuration, would you like your RUT950 to be the server or your Windows machine?
Also, I'll ask you to update to the latest version of RutOS, which can be downloaded here, as you're using the legacy version of RutOS, which is no longer supported.
I'd recommend updating without keeping the settings and reconfiguring the OpenVPN server.
Also, additional HMAC authentication is only available when setting up an OpenVPN connection using TLS. You're using a static key, so your client or server configuration is not correct.
Here's a configuration example of how to set up an OpenVPN client on Windows, and here's an example of how to set up a server on our router.