Additionally, I can connect with port 8530, No SSL and Not Local.I don't understand what you are doing.
You need to use "Connect to local Server", only when WPP run ON the WSUS SERVER
If WPP run on a remote desktop, don't use this option (port and SSL settings will be used)
It just gives me the warning, "You don't have any certificate." You will not be able to publish updates."This will not be a problem for a long time. If you have your own Certificate Authority, issue a Code signing certificate and import it with WPP (Tools -> Certificate -> Load a Certificate). Otherwise, ask WPP to create a Self-signed certificate (Tools -> Certificate -> Generate the Certificate, and then 'Save' this certificate to distribute it to clients computers)