Because I have not enough knowledge to setup it by myself, I was googling for information and found a very good written step by step article at https://www.highlnk.com/2013/12/configuring-openvpn-on-pfsense/.
The only problem was that on the client side this article doesn’t talk about android. Luckily the setup on android is not that difficult with the OpenVPN Client Export Utility. Just select Android.
On the android-device it’s just a matter of installing OpenVPN for android and importing the configuration file by selecting the file symbol.
After that, it just works™ :-)