how to set --private-key-directory , or what file should be in this directory

[UCCMOL]

hello ,
i want to build a key server in Rpi2,
so i try to build it first in vm (base on ubuntu 14.02).

i create certificates by following the steps on this website : https://coreos.com/os/docs/latest/generate-self-signed-certificates.html
and i run following command , and the outcome is
http://i.imgur.com/sRR6rfF.png
file in keys is
http://i.imgur.com/uoX5suL.png
server-key.pem is the file create from the website 's Generate server certificate part ,

You'll get following files:
server-key.pem <== this one
server.csr
server.pem

did i do something wrong?? or any tutorial i can look for building a key server on my own device , thank in advance