HI
bindings are used to set up which interfaces a service will be available on. For instance if a SOCKS server is bound to your internal LAN Adapter, then clients on that LAN can connect to that SOCKS server.
Gateways are used to configure which internet connection will be used when WinGate wants to make a connection out. You probably don't want to alter these, if your OpenVPN client (i'm presuming this is on the WinGate computer) creates a virtual adapter, it will most likely also create subnet routes etc so that normal routing will suffice to send traffic across the VPN.
Regards
Adrien