For Linux VPS line, TUN/TAP is enabled by default. You don't need to run modprobe. This will error out but the kernel module is already loaded.
For Premium VPS line, we do not manage your TUN/TAP settings. You can modprobe the tun and any other module you need.
We recommend using https://github.com/Nyr/openvpn-install script to install OpenVPN on your VPS.
If you are having trouble enabling it, please simply open a ticket.