Generate

Generate a new private key and Certificate Signing Request
openssl req -out CSR.csr -new -newkey rsa:2048 -nodes -keyout privateKey.key
Generate a self-signed certificate
openssl req -x509 -sha256 -nodes -days 365 -newkey rsa:2048 -keyout privateKey.key -out certificate.crt
Generate a certificate signing request (CSR) for an existing private key
openssl req -out CSR.csr -key privateKey.key -new
Generate a certificate signing request based on an existing certificate
openssl x509 -x509toreq -in certificate.crt -out CSR.csr -signkey privateKey.key
Remove a passphrase from a private key
openssl rsa -in privateKey.pem -out newPrivateKey.pem

Check

Check a Certificate Signing Request (CSR)
openssl req -text -noout -verify -in CSR.csr
Check a private key
openssl rsa -in privateKey.key -check
Check a certificate
openssl x509 -in certificate.crt -text -noout
Check a PKCS#12 file (.pfx or .p12)
openssl pkcs12 -info -in keyStore.p12
To find out if your certificate matches the key file

To quickly make sure the files match, display the modulus value of each file: 

openssl rsa -noout -modulus -in FILE.key
openssl req -noout -modulus -in FILE.csr
openssl x509 -noout -modulus -in FILE.cer

If everything matches (same modulus), the files are compatible public key-wise (but this does not guaranty the private key is valid). If not, one of the file is not related to the others.

SSH-Keygen

ssh-keygen -t rsa -b 4096