The OVPN Daemon is a vital part of the OVPN application, acting as a bridge through which the OVPN application and the VPN protocol can communicate. If there are issues with the OVPN Daemon, the application will inform you of that through red banner at the top of the application.
Issues can arise due to several reasons, the most common of which is another application (such as an antivirus application) blocking it from launching properly. But it can also be due to the OVPN Daemon getting removed from the computer, which can happen during some Windows updates.
In most cases, reinstalling the desktop client will fix the issue.