If you’re on windows and using apache, maybe via WAMP or the Drupal stack installer, you can additionally download the git for windows package, which includes many useful linux command line tools, one of which is openssl.
The following command creates the self signed certificate and key needed for apache and works fine in windows:
openssl req -x509 -nodes -days 365 -newkey rsa:2048 -keyout privatekey.key -out certificate.crt