Installing OpenSSL on Windows 10 and updating PATH
This step is a simple one. Simply choose the version that applies to your PC from here.
Documentation link: https://medium.com/swlh/installing-openssl-on-windows-10-and-updating-path-80992e26f6a1
You will need to use openssl
openssl pkcs12 -export -out domain.name.pfx -inkey domain.name.key -in domain.name.crt
The key file is just a text file with your private key in it.
If you have a root CA and intermediate certs, then include them as well using multiple -in params
openssl pkcs12 -export -out domainname.pfx -inkey private.key -in certificate.crt