This guide is written with the ideea in mind that you installed open ssl for windows succesfully and you know how the workflow of developer certificates works within the apple website.

genrsa -passout pass:yourpassword -out developer_identity.key 2048

req -new -key thekey.key -out certificate.csr -subj "/, CN=Vasilescu Nicusor, C=RO" -config "openssl.cfg"*

openssl x509 -inform der -in developer_identity.cer -out developer_identity.pem

openssl x509 -inform der -in AppleWWDRCA.cer -out AppleWWDRCA.pem

openssl pkcs12 -export -out cert.p12 -inkey developer_identity.key -in developer_identity.pem -certfile AppleWWDRCA.pem

* you add the config param only if you get an error about a missing path to the config file, else do not write it.