giggi_80 I'm sorry, I'm not about to do the job of CyberGhost's support, there is not enough time in the day. What they're telling you is that they don't support openvpn natively. Go read the trouble shooting section on running via the command line and then ask them why they won't support openvpn directly using an ovpn file you've donwloaded from their site...
What's irritating is that they claim they don't support anything but their app, but contribute the definitions in GitHub (clearly without bothering to test them). If they won't support you, find a provider that will.