It is a library from SSL. You need to install openssl.
You might also meet missing readline() function in python. You have to install pyreadline Lib.
For windows, you need to download the latest version of the open SSL binaries at
this time is:
openssl-1.0.2k-x64_86-win64.zip
this problem happened to me when I tried to run MongoDB bin in windows 10
source to download:
https://indy.fulgan.com/SSL/