If you have a certificate file and private key and need to move that to a Windows server you can easily create a pfx file that can be imported on the Windows server.
Here’s how:
openssl pkcs12 -export -in {cer_filename}.cer -inkey {key_filename}.key -out {pfx_filename}.pfx
You will be asked to provide a password. You’ll need to use this password when you import the certificate on the Windows server.