How to forward local ports through ubuntu server?

Question

openvpn

Good afternoon, there is a Windows computer with a gray IP, and there is also a VPS (Ubuntu) with a white IP.
The next question is how to implement so that you can release a local web server or a TCP server to the global network using VPS.

For example VPN HideMy.name you can open ports there and everything works. Is it possible to implement something similar?

The end result should be something like ngrok. [client - VPS - local server]