Martin, i'm a little confused here, i think you are mixing the SDK with the production GAE. Yes, that error shows when deploying, but it's in reference to the fact that for the code upload to GAE you don't have SSL, nothing to do with ssl on GAE. For what it's worth, https is available on appspot.com domains.
lots have changed since i started using web2py with GAE, and i'm slow to adjust - i don't know if it yet is possible to view tickets in the "web2py way" on GAE yet or not, but i find that the GAE logs are just as good as the ticket system. when running the development server i read the console output, when in production i login to the GAE console and click on "logs". stack traces are saved there just like in tickets - though the GAE logs leave it as an exercise for the coder to open their source files and read the lines referred to in the traceback. if you want SSL for the deployment process, follow the link the google conveniently provides in the error message. i have not done the install on windows so i can't speak to how easy/hard that is. cfh