802.1q VLAN trunking protocol adds a tag (in the range 1-4094) to every ethernet datagrams depending on the VLAN the packet has been originated. So doing it is possible to connect more than one (Virtual) LAN by using a single cable (trunk). Destination switches/routers automatically, examining the tag, discover what is the LAN on which they must send the ethernet datagram. Notice that when the packet leaves the trunk the tag is removed.
Now, an OpenVPN tunnel (if it uses TAP virtual devices and not TUN ones) is a virtual Ethernet link across Internet and hence you can apply the 802.1q VLAN tags as for a ethernet cable connection. This is useful if your LAN is organized in Virtual LAN and you want to transfer the same VLANs to a remote location.
Notice that makes no sense to connect a client directly to a trunk. You should use the trunks only to connect routers, switches and servers that provide services on more LAN. In addition, by using Zeroshell to act as a Wi-Fi AP, you can map a VLAN on a Multi SSID bridging them.
Now, post further details about the configuration where you want to use the VLANs. I think you are wrong because you used the word VLAN instead of the term VPN. Am I right?