Just an update.
I found on the Surfshark website here: https://support.surfshark.com/hc/en-us/articles/360013425373-How-to-set-up-Surfshark-VPN-on-Raspberry-Pi other instructions.
I was able to download the surfshark locations configurations files in the /etc/openvpn dir and start up the service manually and it worked !
I’m not expert with Linux… how could I set up this connection automatically at startup?
the manual command is: sudo openvpn xxxxxxxxx_udp.ovpn which prompts for user and pwd credentials.