Global VPN Client User Certificate - No Windows Server

Hi, we are trying to pass PCI Compliance, so their recommendation is using VPN with certificates rather than preshared key/secret. How can we generate user certificates if we don't have a Windows Server to generate the certificate request?

I tried IIS in Windows 10, but I am not able to enter an Email ID or Domain Name in the properties. (from what I read on this KB: https://www.sonicwall.com/support/knowledge-base/using-gvc-with-unique-user-certificate/170505501196340/)

I'm pretty green with this type of setup, so I'm a bit stuck at this point. TIA for any suggestions.