The python-openvpn-client 0.0.1 is for Unix-like systems like Linux, macOS or BSD. It's page says it was tested to work on macOS and Linux.
The Windows systems do not support POSIX signals like SIGUSR1, that's why you have this error message because SIGURS1 is not defined. POSIX signals are supported on Unix-like systems.

You could try openvpn-api.