How do I fetch client.ovpn

It would be helpful to know what the exact command you ran was and what the output you saw when the command failed. This would all people to have context and a sense of what you're facing.

If you haven't checked it out yet, I'd recommend reviewing our Manage OpenVPN with OpenVPN Access Server | Linode Docs guide. There's a section on Client Software Installation that might be helpful for you to perform the specific step you're trying to accomplish.