First, make sure you are not connected to OVPN.
By default, the OVPN mobile app will perform some network measurements to check which server is the best one to connect to. If you prefer to manually select a region to connect to, click the bottom box in the app that say Choose region to connect to.
This will bring up a new menu with a list of all of OVPN's regions. On the right side of the screen you'll see the latency to various regions (lower is better, higher is worse) to make it easier to find a region that is closer to you.
Once you have found a region you want to connect to, simply select it from the list and then click the OVPN logo on the connection screen to connect to it.