Got it works finally.... I should adjust my mind to investigate from an end user perspective...
Under Control Panel, go to Network and Sharing Centre -> Change Adapter Settings -> Choose your LAN connection interface and your OpenVPN TAP interface -> Right Click choose Bridge the connection -> A MAC bridge miniport is created automatically -> Copy the TCP/IP setting from original LAN connection interface settings to the TAP interface... and here you go.
And of course, you should have a proper server.ovpn file for your Windows.
Check this out for your reference,
http://www.pavelec.net/adam/openvpn/bridge/Thanks all for the replies :)