Is your web server a shared hosting server? Are you using a local server?
If you're on a shared hosting server you'll need to use SSH (Secure Shell Access) with a tool such as PuTTY, provided you have access.
If on the other hand you're working with a local server, this is a command line job. Are you on Linux?
Also note that if you are indeed working on a remote shared hosting server, if you have cPanel you can use that to generate a signing request for you without having to worry about shell access or the command line.