I faced the above issue while trying to use openssl in window. I have downloaded openssl and extracted in my windows server. After that I tried executing the following command.
openssl.exe genrsa -out subdomain.mydomain.com.key 2048
set OPENSSL_CONF=c:\[PATH TO YOUR OPENSSL DIRECTORY]\bin\openssl.cnf
Now execute the openssl command to generate the certificate. It will work without any issues. I hope this is helpful.