Re: WINSCP
Just select the certificate, when setting up a session in WinSCP:
https://winscp.net/eng/docs/ui_login_tls
https://winscp.net/eng/docs/ui_login_tls
Before posting, please read how to report bug or request support effectively.
Bug reports without an attached log file are usually useless.
All except for 5)
WinSCP does not support creating certificate requests. You have to request a certificate from another application (like Windows certificate manager). Then you can use the certificate from WinSCP.