Solution

Start Profile Manager

Login to the server, and in the Services list, click Profile Manager.
Make sure to choose the "Settings" option, then click on "Edit" button.
 

 In the Manage Certificates screen, click on the plus sign and choose " Create a Certificate Identity"

Please make sure to tick "SSL Server" in the Certificate Type. Also enter a  name for the certificate for reference.

This step would create a self-signed certificate, which is required before you can generate a new CSR.

In the Certificate Information page, leave the value as default.

Next please enter the distinguish name of your CSR.

Select keysize as 2048 bit

Leave the key extension as default

Leave the Basic Constraints value as default

 At this stage, you can enter the Subject Alternate Name if you like

 You would see a certificate summary page

 Click on "Allow" to export the key

Go back to server.app and then Manage certificates

Now click on "Create Certificate Signing Request (CSR) as shown in the diagram below.

You should see a CSR at this stage, you need to use this CSR for enrollment of your SSL certificate on the Thawte website.