There are multiple kinds of certificates you can create. You can create a Certificate Signing Request which is what you can provide to your Certificate Authority during the certificate issuance process. The end result will be a certificate that your web browser accepts as secure without a pop-up notification saying it cannot validate the authenticity of the certificate.
You can use the IIS Manager to create a certificate by open the IIS manager and clicking on the server then in the middle page select Security Certificates. From there you can start the Certificate Signing Request process or a self-signed certificate. If you choose to purchase a SSL certificate this is also the page you visit to Complete Certificate Request after your certificate has been issued.
Alternatively you can use the Certificates Add-in for the mmc.