xampp ssl/tls installation

I am trying to let the Xampp server act as a ssl/tls server (for development
purposes only). I have downloaded the latest Xampp server (and I assume that
it is already right configured to act as a TLS.SSL server).
I follow a step-guideline (which is in Pro PHP Security: C7) it is actually
not specific for Xampp and it is meant to act in Linux but I work in XP
Home.

This is from the step-guideline from creating a certificate:
1. openssl genrsa -des3 -out ca.key 1024
openssl req -new -x509 -days 365 -key ca.key -out ca.crt
2. openssl genrsa -des3 -out server.key 1024
3. openssl req -new -key server.key -out server.csr
(and then I get a message that no such file or directory exitst, thus
server.key, I checked this and it is correct no such file is created).

My questions are:
1. What is my problem at step 3 and how do I solve it?
2. Is there a document about how to let xampp act as a ssl/tls server?
3. Is it possible for someone who doesn't understand Apache well (me) to
let Xampp act as a SSL/TLS server (it is only for development purposes)?