Navigate to [OpenVPN Community Downloads](https://openvpn.net/index.php/download/community-downloads.html) and scroll all the way to the bottom. Download and install the NDIS 6 version.
You need to configure the ISP settings in the Dreamcast. Some games allow to do it within the game itself and will save the configuration. Other games can then use it.
You can put any name, password and phone number in the ISP settings as they are ignored. Do not change or set any other option.
Some games require a DMZ or port forwarding to be configured on your Internet router. Refer to the [Dreamcast Live web site](https://www.dreamcastlive.net/connection-guide.html) for details about each game.