The SelfCert.exe file is installed from Office Setup, which you access through Control Panel.
So how do you get your own certificate? The tool to do it is officially called the Digital Certificate for VBA Projects, but it's more commonly known as the SelfCert.exe file. It comes with Office, and depending on your installation of Office, you may already have it on your computer. Otherwise you may need to install it from the same CD or network drive that you installed your Office programs from.
Once the tool is installed you can use it to create digital certificates.
Complete steps on how to install and use the SelfCert.exe file are in the practice session at the end of this lesson.
It's important to remember that a self-signed certificate is useful only for you. It's not an authenticated digital certificate, because it has not been approved by a certificate authority. Anyone else trying to open a macro signed with this certificate would get a security warning.