Linux is much easier than some may think.
Step 1: Firstly, you will need OpenSSL installed. Skip to step 2 if installed.
RHEL/AlmaLinux
sudo yum install openssl
Ubuntu/Debian
sudo apt install openssl
Step 2: Run the command to create the request:
openssl req -new -newkey rsa:2048 -nodes -keyout /path/to/yourDNSpath.key -out /path/to/yourDNSpath.csr
So, to explain a bit. The RSA:2048 is the key size; bigger is more secure, but it requires more processing power. 20248 is currently standard
The key will be your private key to use with the application requiring the SSL. The csr file is what you will need to request the signed cert.