Once you have container running yacht7/openvpn-client, run the following command to spin up a temporary container using openvpn-client for networking. The wget -qO - ifconfig.me bit will return the public IP of the container (and anything else using openvpn-client for networking). You should see an IP address owned by your VPN provider.

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Apr 11, 2017 Configure OpenVPN clients for Azure Virtual WAN