You will need to follow several steps to connect to this server.
First, this server uses an insecure, self-signed SSL certificate, so mIRC will initially refuse to connect to it. You will need to go to the Options/Connect/Options/SSL dialog and change the top setting to "Automatically accept invalid certificates".
Second, the server requires you to use a registered nickname, so you will have to visit the link in the server message to register a nickname on their website.
Third, instead of using one of the standard login methods, they want you to type your login password as nick:password when adding the server to the servers list.
You are asking about creating a certificate - I didn't see that as a requirement on their website - but it might be. To do that, when adding/editing the server, go to the SSL tab, uncheck "Use global private certificate", which will then allow you to click the "Create certificate" button.
Note that you need to prefix a port number with + to use SSL, however you will also need to know the SSL port number that the server supports. They will usually tell you what port numbers they support in the Message of The Day when you first connect on non-SSL port 6667. If they don't list any SSL port numbers, they probably do not support SSL.