Hi,
you can use self signed certificate with Delphi too.
Indy-based servers, TROWebBrokerServer & TROWinHttpServer have proper SSL/TLS support.
All Indy-based servers have public/published Server property where you can specify TIdServerIOHandlerSSLOpenSSL with certificate details.
TROWebBrokerServer - SSL/TLS can be specified in IIS server
TROWinHttpServer - SSL/TLS can be specified via netsh utility
also you can review SSL sample attached to Authentication Question