About the exception “ar” not found.
If you get your ESP8266 boards installed via Arduino IDE Board Manager, you may not have the path in your Arduino IDE home folder which the cert download script certs-from-mozilla.py requires. However, you can find the folder somewhere else on your system. In my case, I used the software Everything to look for the folder xtensa-lx106-elf and found the ar.exe finally.
About the “openssl” not found.
Actually, it is not necessary to have OpenSSL installed if you’ve had Git installed on your system. As the cert download script needs to access the openssl.exe to execute some certificate-related commands, the only thing you need to do is to add the path of the openssl.exe to your system PATH variables to make it accessible to the cert download script, that’s it.
Finally, execute the cert download script
Copy the cert download script certs-from-mozilla.py to the folder where the ar.exe is located. And open the script with Python IDLE and run. After it is completed, you will get a folder data with a certs.ar file in it. Then, move the folder data into your project folder and go on the HiveMQ tutorial.