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http://wiki.mikrotik.com/wiki/Scripts
http://forum.mikrotik.com/viewtopic.php?p=171805
Most of examples in our wiki uses CLI, but if you want you can run winbox through wine on linux machines.
OVPN reference an examples: http://wiki.mikrotik.com/wiki/OpenVPN
IPSec reference: http://wiki.mikrotik.com/wiki/IPsec
Some user written examples: http://wiki.mikrotik.com/wiki/Tunnels