@Vinay Sabarad , Firstly, apologies for the delayed response.
You cannot directly generate CSR (Certificate Signing Request)
on Azure. There are several tools (listed below) to generate CSR, generate your certificate request, install the certificate to your local machine, and then export the certificate to PFX>> i.e Build the .pfx b
undle (with your private key) once you have the public part of your certificate from your preferred vendor and import to Azure.
There are several ways to generate CSR:
• Using IIS Manager
• using certreq.exe
• using OpenSSL, and there are many other third-party tools.
You checkout the blog section "Create a CSR using IIS" ( old blog, the fundamental steps still apply).