The assignment involves generating certificates and keys using the OpenSSL tool 'easy-rsa'. The steps include generating a Certificate Authority (CA) certificate and key, generating server and client certificates and private keys, and generating Diffie-Hellman parameters. The generated files are then copied to their respective machines and used to configure OpenVPN servers on both machines. The assignment also involves modifying configuration files for the server and client, and testing the VPN by pinging across it. Additionally, the setup is tested using Wireshark to verify that packets are encrypted.