On how to create a certificate signing request, see https://techdirectarchive.com/2020/04/09/how-to-request-a-certificate-in-windows-example-adfs-certificate-request-to-support-aad-deployment/
Note: This can also be done via the command line.
For what a PEM file is, see https://serverfault.com/questions/9708/what-is-a-pem-file-and-how-does-it-differ-from-other-openssl-generated-key-file/9717#9717
On windows, this can be achieved with the following steps below without using a 3rd party tool and there are different ways to accomplish this.
– Ensure the certificate that you would like to convert is first imported to the certificate store. In this way, you can export and save it in the desired format.
– On the Welcome to certificate Import Wizard, Click on Next
– Browse to the file you would like to import and
– Click on Next
Note: Remember to select the wildcard file type, or else this might not work
– Place the certificate in the Personal certificate store.
– Complete the Certificate Import Wizard as shown below
If successfully imported, you will get a certificate Import Wizard Success.