Since SharePoint Online only allows login via certificate, you must generate a self-signed certificate, which will be sent to the application you created earlier in Azure AD.

To generate a self-signed certificate, see the Microsoft documentation:

https://learn.microsoft.com/en-us/sharepoint/dev/solution-guidance/security-apponly-azuread

The certificate containing the private and public keys (.pfx file) must be imported onto the computers that will use Publish; see the chapter: Installing the Certificate on Client Computers