The documentation is a wiki. You are invited to contribute to it.
I believe your three first steps can be summed up in "Download https://www.privateinternetaccess.com/openvpn/openvpn.zip and extract it" (you can download it however you want, extract it wherever you want and, more importantly, I believe there is no reason to use 'sudo'). On the contrary, the current "Step 4" could be split. Screenshots would be great too (but that is a little more work).
Moving ca.crt and crl.pem to /etc/openvpn must make the operation effective to any user of the system. This time, administrative rights are needed to write in /etc/openvpn. Once done, the directory you extracted can be safely removed I believe.
