Hello,
I'm a noob so perhaps this makes no sense at all but only way out of the hole is asking so here I come.
My mobile carrier doesn't want me to connect to my home network via FTP, in fact it has all ports down except internet, so I want to set up an OpenVPN server so I can connect to my home network and perhaps also Windows Remote Desktop through my laptop.

What is the difference, if any, between setting up an OpenVPN server on my server machine vs using an OpenVPN on a dedicated router, like an AC66U?

Thank you very much!