Hello @henrychanflag
Welcome to HiveMQ Community! There is a detailed discussion regarding this same error on this post Getting start with Arduino ESP8266 certificate generation error - #16 by rickqinj
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.
Kind regards,
Diego from HiveMQ Team