You do not create a "CSR certificate". You create a private key and an an unsigned certificate that is derived from it, and a CSR (certificate signing request) based on that certificate. You submit that CSR for signature by the certificate authority and receive back a signed certificate. You then install the private key and the signed certificate on your servers. The signature on the certificate serves as proof of (weak) certificate identity validation by the certificate authority; the private key serves as proof that you are indeed the legitimate owner of the certificate.

You can use the following site - https://csrgenerator.com/ to create a CSR file, which you can use to configure your RapidSSL (CA-signed) SSL certificate for your web server.

Make sure that CSR generation and SSL certificate installation steps may differ from server to server.