Amendment:
If I download the latest sources of libwebsockets (git clone git://git.libwebsockets.org/libwebsockets) everything compiles fine and the libwebsockets-test-server.pem-File is generated within the make process Why not during the bitbake process?
// Edit.
I simply created the missing file without content so that the bitbake process can continue. However, I am still looking for a solution because my way is just a workaround