I can answer your doubt as I faced the same query earlier as I wanted to create OPEN SSL for Windows 10. To get to the point, the easiest way of getting it done without running into a risk of installing an unknown software from a third party website and risking entries of viruses, is by using the openssl.exe that comes inside your Git for Windows installation. I was fortunate to find the open SSL in the following location of Git for Windows Installation:-
C:\Program Files\Git\usr\bin\openssl.exe