I believe you need to install the Internet Information Services Manager (IIS) through Server Manager (add under Roles). You also need to install the Active Directory Certificate Services roll. The rest I found on Technet.
To create a self-signed certificate
You can perform this procedure by using the user interface (UI).
User Interface
To use the UI
Open IIS Manager and navigate to the level you want to manage. For information about opening IIS Manager, see Open IIS Manager (IIS 7). For information about navigating to locations in the UI, see Navigation in IIS Manager (IIS 7).
In Features view, double-click Server Certificates.
In the Actions pane, click Create Self-Signed Certificate.
On the Create Self-Signed Certificate page, type a friendly name for the certificate in the Specify a friendly name for the certificate box, and then click OK.
http://technet.microsoft.com/en-us/library/cc753127(WS.10).aspx