Okay. I used openssl to create those files:

src\perl> \openssl\bin\openssl req -config \openssl\bin\openssl.cnf -n
+ew -days 365 -newkey rsa:1024 -x509 -keyout notacakey.pem -out notaca
+cert.pem 

src\perl> \openssl\bin\openssl rsa -in notacakey.pem -out notacakeynop
+ass.pem
[download]

And in my perl program added:

$ENV{HTTPS_CERT_FILE} = 'notacacert.pem';
$ENV{HTTPS_KEY_FILE}  = 'notacakeynopass.pem';
[download]

The error still is still there, what do I missing?