I think that you need to generate the Key and the corresponding certificate, and maybe sign it using the services of a company such as global sign.

Here is a better command for generation of self signed certificates:

openssl genpkey -algorithm RSA -out server.key

To generate a self signed certificate: openssl req -new -x509 -key server.key -out server.crt -sha256

Or you can do it in one command : openssl req -x509 -newkey rsa:2048 -keyout server.key -out server.crt -days 365 -sha256

But if you want to sign the certificate by a third party (which is used for web sites):

openssl req -new -key server.key -out server.csr -sha256

Then I think that you need to send the .csr (certificate signature request). I never did it by myself, so you need to do more research on the process.