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Extreme-ultraviolet vortices may be exploited to steer the magnetic properties of nanoparticles, increase the resolution in microscopy, and gain insight into local symmetry and chirality of a material; they might even be used to increase the bandwidth in long-distance space communications. However, in contrast to the generation of vortex beams in the infrared and visible spectral regions, production of intense, extreme-ultraviolet and x-ray optical vortices still remains a challenge. Here, we present an in-situ and an ex-situ technique for generating intense, femtosecond, coherent optical vortices at a free-electron laser in the extreme ultraviolet. The first method takes advantage of nonlinear harmonic generation in a helical undulator, producing vortex beams at the second harmonic without the need for additional optical elements, while the latter one relies on the use of a spiral zone plate to generate a focused, micron-size optical vortex with a peak intensity approaching 10^{14}  W/cm^{2}, paving the way to nonlinear optical experiments with vortex beams at short wavelengths.