It's not very obvious, you need to go here and download the file and open it on your phone (it should associate with OpenVPN, if not click on the 3 dots menu, select import and Import profile from SD card) https://www.privateinternetaccess.com/pages/openvpn-ios
Then enter your username and password from PIA
Thinking about it you probably won't be able to do that on 3, you'll need to be on wifi or another computer. I've attached the UK-London one which should get you started.
It's not very obvious, you need to go here and download the file and open it on your phone (it should associate with OpenVPN, if not click on the 3 dots menu, select import and Import profile from SD card)
https://www.privateinternetaccess.com/pages/openvpn-ios
Then enter your username and password from PIA
Thinking about it you probably won't be able to do that on 3, you'll need to be on wifi or another computer. I've attached the UK-London one which should get you started.