The old version of open ssl 0.9.8h referenced on the cert generation doc doesn't work (if you enter a password in the CSR process).
http://www.cisco.com/c/en/us/support/docs/wireless/4400-series-wireless-lan-controllers/109597-csr-chained-certificates-wlc-00.html#anc8
Will work on updating link.
Working exact steps with v1.1.0c:
Confirmed working CSR with openssl, Windows 7 64 bit machine.
Install:
https://slproweb.com/products/Win32OpenSSL.html
Win64 OpenSSL v1.1.0c
Windows Dos prompt:
cd C:\OpenSSL-Win64\bin
openssl
req -new -newkey rsa:1024 -nodes -keyout mykey.pem -out myreq.pem -config C:\OpenSSL-Win64\bin\cnf\openssl.cnf
C:\>cd C:\OpenSSL-Win64\bin
C:\OpenSSL-Win64\bin>openssl
OpenSSL> req -new -newkey rsa:1024 -nodes -keyout mykey.pem -out myreq.pem -config C:\OpenSSL-Win64\bin\cnf\openssl.cnf
Generating a 1024 bit RSA private key
........++++++
..................++++++
writing new private key to 'mykey.pem'
-----
You are about to be asked to enter information that will be incorporated
into your certificate request.
What you are about to enter is what is called a Distinguished Name or a DN.
There are quite a few fields but you can leave some blank
For some fields there will be a default value,
If you enter '.', the field will be left blank.
-----
Country Name (2 letter code) [AU]:US
State or Province Name (full name) [Some-State]:NC
Locality Name (eg, city) []:RTP
Organization Name (eg, company) [Internet Widgits Pty Ltd]:TAC
Organizational Unit Name (eg, section) []:HTTS
Common Name (e.g. server FQDN or YOUR name) []:WLC-1
Email Address []:test@cisco.com
Please enter the following 'extra' attributes
to be sent with your certificate request
A challenge password []:password123
An optional company name []:cisco
OpenSSL> quit
C:\OpenSSL-Win64\bin>dir *.pem
Volume in drive C has no label.
Volume Serial Number is 1496-D193
Directory of C:\OpenSSL-Win64\bin
01/06/2017 10:55 AM 932 mykey.pem
01/06/2017 10:59 AM 750 myreq.pem
2 File(s) 1,682 bytes
0 Dir(s) 304,623,710,208 bytes free