If you aren't able (or willing) to setup openssl set up OpenSSL on your windows machine, there are various GUI wrappers around the toolset which that you might be able to use instead. XCA is an open-source wrapper around the OpenSSL toolset which allows you to create keys, csrs and certificates via a GUI and stores all of the generated items in a database file.
First, you need to download XCA, which is an open-source wrapper around the openssl OpenSSL toolset from:
This proprietary database is useful for the xca XCA tool only and helps you store your keys, csrs, and certificates, the database file is not used in any part of the process with Betfair.
Equivalent Open SSL Command - Create a public/private RSA key pair using opensslOpenSSL
openssl genrsa -out client-2048.key 2048
You can then press OK to create the self-signed certificate (see the result below)
Next, we need to export the certificate for use in our application.