http://blog.iopsl.com/openvpn-configuration-in-a-single-file/

The benefit of a single configuration file is that it can be used on mobile devices where OpenVPN Connect is the official client (or imported in OSX tunnelier or a Linux network manager UI).

First, open the client .conf or .ovpn file and delete the following lines:

ca …
cert …
key …
tls-auth …

Then, insert file contents into following parts accordingly, namely ca.crt, client.crt, client.key and ta.key.
Do not forget to uncomment the first key-direction line if exists tls-auth.

#key-direction 1
<ca>
…
</ca>
<cert>
…
</cert>
<key>
…
</key>
<tls-auth>
…
</tls-auth>

Moreover, if it is configured to use a static key, just replace the line secret some.key with:

<secret>
...
</secret>