Does OpenVPN encrypt my traffic between my computer and VPN server?

I set up my own VPN by installing OpenVPN on a Ubuntu server, then I download client.ovpn file from Ubuntu server to my Windows laptop. And then, I import that client.ovpn to OpenVPN GUI app on Windows and finally, I connect to my Ubuntu VPN server and everything work fine.

I installed OpenVPN on Ubuntu server using this instruction:

So I think traffic flow will be like this:

My computer (browser,...) --> Ubuntu OpenVPN server --> Internet. 

Does OpenVPN GUI encrypt traffic between my computer to Ubuntu OpenVPN server?