The command
New-SelfSignedCertificate -CertStoreLocation 'CERT:\LocalMachine\MY' -Subject 'CN=PSDSCPullServerCert'.
only runs on Windows 10 and Windows Server 2016!
On older OS there is no parameter "Subject"!
Error message:
New-SelfSignedCertificate : A parameter cannot be found that matches parameter name 'Subject'.