Transfer the .zip file you have downloaded to your Kodi device.
Once the .zip file is in the media centre, in Kodi go to System > Settings > Add-ons. Click on Install from zip file.
Use the Up and Down arrows to locate the folder where you have copied the .zip file and install it.
Wait a few seconds until you see a notification in the bottom-right corner of the window indicating that the Kodi OpenVPN add-on is enabled.
On your computer, create a new .txt file containing two lines. The first line is your username and the second is your password which you can find in your Nord Account dashboard under Service Credentials. For the sake of this tutorial, we have named the file nordvpnpass.txt.
Open the file you have downloaded and edit the auth-user-pass line to contain the location where you want to store the nordvpnpass.txt file on your Kodi. It should look like this:
auth-user-pass /location/of/nordvpnpass.txt
Move both files to your Raspberry Pi.
Open the OpenVPN add-on you have previously installed and use it to locate the .ovpn configuration file you have moved to your media center to connect to VPN.