If you want to create a certificate under Windows, you need openssl for Windows, which can be found
here [gnuwin32.sourceforge.net].
The cat command appends the certificate file to the private key file. The rm command removes the certificate file. The echo commands place an empty line after the private key and after the certificate. The empty line not required these days, but earlier version of openssl/libssl required it (yes, it was a bug).