Finally, thanks to bistoco's answer, I changed the DNS on both the ubuntu server and the client (Windows) to Google's one (8.8.8.8) because I was able to ping it successfully. On ubuntu, I used the GUI; on Windows, I changed the DNS for my wifi card and for the OpenVPN TAP Adapter. I hope it will help …

Ubuntu VPS Hosting via No internet once connected to OpenVPN server.