Cloud Service CSR Generation

I need a CSR for my cloud service.  Seeing as how there is no way to remote into the server hosting these how do I go about generating my CSR? 

I have read in some places that you can generate a CSR with your local computer running win7/8.  If I use that approach will it still work on my cloud service? 

Is there a way to request Azure/MS team provide to me a valid CSR for my cloud service?