You can render the OpenVDB files loading them in Houdini and using the ConvertVDB SOP to render them like the native Houdini volumes, or you can use the native Octane OpenVDB loader, that is what you are using in your attached image.
In this second case, the OBJ node is only a placeholder, all the geometry available inside is not rendered at all. Also currently the plugin doesn't have a SOP node to preview the Octane OpenVDB files in the viewports. Anyway using this configuration, you could add a Houdini OpenVDB file SOP only to have a preview of the volume in the viewports.
-Juanjo