I also wanted to create OPEN SSL for Windows 10. An easy way of getting it done without running into a risk of installing unknown software from 3rd party websites and risking entries of viruses, is by using the
openssl.exe that comes inside your Git for Windows installation. In my case, I found the open SSL in the following location of Git for Windows Installation.
If you also want instructions on how to use OPENSSL to generate and use Certificates. Here is a write-up on my blog. The step by step instructions first explains how to use Microsoft Windows Default Tool and also OPEN SSL and explains the difference between them.