Transfer the client.key from OpenVPN server to OpenVpn Client

I have to instances in Amazon Web Services , both of them run RHEL. I want to establish e VPN tunnel between this two instances , one of them acts as a VPN client and the other one acts as e VPN Server.

The problem to me is when I want to transfer the the client.conf, ca.crt and additional files from the server to the client.

For this i have used the command below:

scp ca.crt client.crt client.key root@a.b.c.d:/etc/openvpn

But it gives the following error:

Permission denied (publickey,gssapi-keyex,gssapi-with-mic).
lost connection

I have done the readings and I haven't figure it out how to solve this error. Maybe it needs the private key of the server, but since I have launched in amazon web services, the key was generated by amazon and i don't know how to locate it in the server instance.

Any answer would be more than appreciated.