Why there is checkbox "TAP adapter" and should I check it or not?
Hello. You should install TAP adapter because it's used for VPN connection.
I've installed it without TAP and program is working.So, what for TAP exactly?
TAP adapter is used to transfer packets between kernel and userland apps ( like VPN daemon). It looks like you already have TAP driver installed on your system. OpenVPN will not work without TAP driver.