These directories contain scripts to help build and package OpenVPN and its dependencies for various hardware platforms and operating systems (e.g. Windows, ARM). You do not need any of these scripts if you're building a native version of OpenVPN on a UNIX-like operatingsystem.
Thorough documentation is available in the OpenVPN wiki:
The "generic" subdir contains scripts to cross-compile OpenVPN using mingw_w64 (e.g. Linux -> Windows).
The "msvc" subdir is used to compile OpenVPN on Windows for Windows using Microsoft Visual Studio 2017.
The "windows-nsis" subdir contains scripts to cross-compile and package OpenVPN for Windows.
Please refer to the README files in the subdirectories for further information.