I am sure many already know this, but on the off chance I may save some one an hour or two ....
This will send the access logs to /var/log/syslog. The default agent configuration will send these to the wazuh manager.
Various rule sets can be found /var/ossec/ruleset/rules/0400-openvpn_rules.xml. These can be tweaked to match your alerting needs.
More research will be done to produce a set of alerting rules to comply with various standards.