Installing a cert in openssl

[Robert Canary]

I going off some documentation I have found, that shows how to create a 
pem file on Win2000 and trans fer it to the openssl and then back to the 
win2000 machine.

However, I am stumped because the doc say transfer the pem file to the 
openssl machine and do CA.sh -sign.

I always make it habit to read through any scripts or processes a doc 
may direct me to use o I see what is happening.  However, I can't tell 
what the author is wanting here, and "CA.sh -sign" does not exist. 
There is a "openssl ca", but the "ca" has no "-sign" option.

So the question:
What purpose would one have for transferring a .pem file to an openssl 
machine?  Is the openssl machine suppose to "sign" the pem and create a 
certificate, as the ambiguous "-sign" option implies?

--
robert