I have used this:
./configure --prefix=/opt/openvpn-2.3.6 PKG_CONFIG_LIBDIR="/opt/openssl-1.0.2/lib/pkgconfig/"
-- make output snnipet
gcc -DHAVE_CONFIG_H -I. -I../.. -I../../include -I../../src/compat -I/opt/openssl-1.0.2/include -I/opt/openssl-1.0.2/include -g -O2 -MT base64.o -MD -MP -MF .deps/base64.Tpo -c -o base64.o base64.c
mv -f .deps/base64.Tpo .deps/base64.Po
gcc -DHAVE_CONFIG_H -I. -I../.. -I../../include -I../../src/compat -I/opt/openssl-1.0.2/include -I/opt/openssl-1.0.2/include -g -O2 -MT buffer.o -MD -MP -MF .deps/buffer.Tpo -c -o buffer.o buffer.c
mv -f .deps/buffer.Tpo .deps/buffer.Po
gcc -DHAVE_CONFIG_H -I. -I../.. -I../../include -I../../src/compat -I/opt/openssl-1.0.2/include -I/opt/openssl-1.0.2/include -g -O2 -MT clinat.o -MD -MP -MF .deps/clinat.Tpo -c -o clinat.o clinat.c
OpenVPN start output:
$ sudo /opt/openvpn-2.3.6/sbin/openvpn --config server-no-auth.conf
Wed Feb 4 09:40:23 2015 OpenVPN 2.3.6 x86_64-unknown-linux-gnu [SSL (OpenSSL)] [LZO] [EPOLL] [MH] [IPv6] built on Feb 4 2015
Wed Feb 4 09:40:23 2015 library versions: OpenSSL 1.0.2 22 Jan 2015, LZO 2.08
Wed Feb 4 09:40:23 2015 ******* WARNING *******: all encryption and authentication features disabled -- all data will be tunnelled as cleartext
Wed Feb 4 09:40:23 2015 TUN/TAP device tun0 opened
Wed Feb 4 09:40:23 2015 do_ifconfig, tt->ipv6=0, tt->did_ifconfig_ipv6_setup=0
Wed Feb 4 09:40:23 2015 /sbin/ifconfig tun0 172.16.1.1 pointopoint 172.16.1.2 mtu 1500
Wed Feb 4 09:40:23 2015 UDPv4 link local (bound): [undef]
Wed Feb 4 09:40:23 2015 UDPv4 link remote: [undef]