One option is to download and install Git Bash for Windows (https://git-scm.com/downloads). Git-2.37.1-64-bit.exe is the latest version as of this posting, which includes the OpenSSL library. If you use Git Bash to create an SSL certificate, the key is to make sure you put "winpty" in front of the OpenSSL command in the shell, or the command will lock up the terminal window.
Example: winpty openssl genpkey -algorithm RSA -des3 -out c:\folder\my-private-key.pem -pkeyopt rsa_keygen_bits:4096
A second option is to use the New-SelfSignedCertificate commandlet within Windows Powershell (version 5.1 or later).
New-SelfSignedCertificate -dnsname myserver.domain.local -notafter $3year -CertStoreLocation cert:\\LocalMachine\My
*note1: the -notafter switch is not valid on versions of Windows Server prior to 2016. Also, the cert:\\LocalMachine\My stores the new self-signed certificate in the signed-on user's local certificate datastore
An output similar to below will be shown. Note the thumbprint as you'll need to use that in the next command.
Next, you'll need to create a .pfx file.
$CertPassword = ConvertTo-SecureString -String "passw0rd!" -Force -AsPlainText
Export-PfxCertificate -Cert cert:\\LocalMachine\My\\54005B7DB6DC641F9EF982BACD9A8CBEB1D2E15F -FilePath "C:\\PutAFolderNameHere\\myserverHttpsCert.pfx" -Password $CertPassword
You'll need to follow the application vendor's instructions for installing your new SSL cert, or in the case of an internally-developed application, install the SSL cert into IIS or Apache using instructions found elsewhere.
After creating the .pfx file, you'll need to import it into your PC's local root certificate store. Go to the Windows Search bar and type MMC (Microsoft Management Console), run as administrator. Got to File -> Add or Remove Snap-ins -> Certificates and click Add and then OK. Next, Navigate to the Certificates (Local Computer) add-in, then right-click on Trust Root Certification Authorities -> All Tasks -> Import. In the Certificate Import Wizard click Next, Browse and go to the folder where you output your PFX file, select the file, click Open, Next and then finish the wizard.
Now, when you browse to your intranet web application you should not get the "Your Connection is Not Private" error, but rather it will now reflect it as an SSL site.