The XenDesktop controller runs on Microsoft Windows Server, so SSL is typically implemented on IIS. SSL is implemented using server certificates.
To install a server certificate on the controller running IIS, you need to create a certificate request, submit it to a CA, and then install the issued certificate in IIS.
To implement SSL on IIS, follow the Microsoft article at http://support.microsoft.com/kb/299875.
If you are not running IIS on the controller, you can still use SSL. You can create a certificate request manually.
The steps for doing this manually are located at the following links: