It means generate a TLS/SSL certificate in the general sense. Using the certificate generator bundled with elasticsearch is an option but it won't be signed by a default trusted certificate authority. If you want this accessible from the web and to not display a trust error you'll want to get it signed by an authority (letsencrypt is commonly used, and provides free certificates). If you're on a closed network with the CA added to all the machines then creating your own is fine.
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