CompleteFTP is its own webserver - it doesn't use IIS or an external webserver.
The issuer probably wants to know because they need to know what format they should send you the certificate in. CompleteFTP accepts most format, but since you need to choose one, we suggest telling them Apache.
By the way, I see that you're still using the old file-manager (FileManager1). I recommend using the new one, which is much more modern and works on mobiles. You can change it by setting the home web-app for the whole site or for individual users to FileManager2.