Hi MacBobby Chibuzor!
I don't have a guide for that, but HTB have the Introduction to Lab Access help page.
Quick summary - you are downloading the ovpn file from the HTB site, then on your Kali you are connecting to the VPN using sudo openvpn {PATH _TO_OVPN}.
You can reach me out on the Discord, and we can go more step-by-step approach if above information are not sufficient.