edtFTPnet/PRO does not provide any tools for creating certificates, however several good tools are available on the Internet for free. Most popular is OpenSSL. Please refer to the following links for instructions on how to use OpenSSL to create keys and certificates:
The topics, Public Key Cryptography and Certificates and Certificate Authorities (CAs), present introductions to public keys and certificates.
When creating client certificates note that edtFTPnet/PRO supports certificates in PEM, CER and PFX formats. Private keys have to be in the PVK format.
Dr Stephen Henson publishes a free tool for converting from PEM format to PVK format on his website: http://www.drh-consultancy.demon.co.uk/