Run Filezilla on private subnet at AWS

I have a VPC with one public subnet and one private.
The public subnet has an OpenVpn Server and a public IP
The private subnet has a Win 2012R2 Server with an Oracle 11g server.
My set up:
1. VPC: 2. Public Subnet:

3. Private Subnet:

   4. Internet gateway

   5. Security Groups: 5a: For the VPN server: 5b: For the Win Server (with the oracle server)

So, I've set up the OpenVPN server and I am able to connect to the database from my laptop. Everything is fine. Now I want to run FileZilla in my Win Server to download some files from ftp sites.
I add more security groups to my Win Server with inbound and outbound rules but it doesn't work. I think that I have to add a route table for my private subnet to connect to outside world, but I have no idea how to implement that.

Rules that I have tried (inbound and outbound):

Route table that I tried:

Any ideas?