New-SelfSignedCertificate doesn't exist on windows

[ForkBug]

Type New-SelfSignedCertificate, we got

PS C:\Program Files\PowerShell\6.0.2> New-SelfSignedCertificate
New-SelfSignedCertificate : The term 'New-SelfSignedCertificate' is not recognized as the name of a cmdlet, function, script file, or operable program.
Check the spelling of the name, or if a path was included, verify that the path is correct and try again.
At line:1 char:1

• New-SelfSignedCertificate
• CategoryInfo : ObjectNotFound: (New-SelfSignedCertificate:String) [], CommandNotFoundException
• FullyQualifiedErrorId : CommandNotFoundException

At least it should work on windows 2016

[iSazonov]

New-SelfSignedCertificate is in PKI module. The module is outside the repository. You could send the request by UserVoice site.
You could try load the module as described here