Continuous Integration Using Jenkins with SalesforceDX - server.csr: No such file or directory

I am trying to connect Jenkins to sfdx by following the below article

http://amitsalesforce.blogspot.com/2019/01/continuous-integration-using-jenkins-with-salesforceDx.html

when I am trying to execute this command 

>openssl x509 -req -sha256 -days 365 -in server.csr -sign key server.key -out server.crt

Loading 'screen' into random state - done

server.csr: No such file or directory

But I am getting  

server.csr: No such file or directory

I am following the same steps as in the article. Can anyone please help me?