In versions of Ubuntu prior to 16.04, you installed it like this: sudo apt-get install network-manager-openvpn
In Ubuntu 16.04, you install it like this: sudo apt-get install network-manager-openvpn-gnome
In versions of Ubuntu prior to 16.04, you installed it like this: manager- openvpn
sudo apt-get install network-
In Ubuntu 16.04, you install it like this: manager- openvpn- gnome
sudo apt-get install network-