You have a certificate which is self-signed, so it’s non-trusted by default, that’s why OpenSSL complains. This warning is actually a good thing, because this scenario might also rise due to a man-in-the-middle attack.
To solve this, you’ll need to install it as a trusted server. If it’s signed by a non-trusted CA, you’ll have to install that CA’s certificate as well.
Have a look at this link about installing self-signed certificates.