From an answer on Stack Overflow:
I also wanted to create OPEN SSL for Windows 10. An easy way to do it without running into a risk of installing unknown software from 3rd party websites and risking entries of viruses, is by using the
openssl.exe
that comes inside your Git for Windows installation. In my case, I found the open SSL in the following location of Git for Windows Installation.
C:\Program Files\Git\usr\bin\openssl.exe