This port is for ILE (native OS/400) not PASE (PASE is almost like Unix, and already comes with openssl).
The idiosynchrasies are explained in the README.as400 file in AS400patch.tar.gz.
Resending this mail with files on Google Drive:
AS400patch.tar.gz (large patch for OpenSSL and other files):
AS400_GNU.tar.gz (source for GNU/IBM tools required to build openssl):