1. Run the mmc.exe application from start menu

2. Click File and choose Add/Remove Snap-in. From the list of available snap-ins select Certificates and click Add. Select Computer Account, press Next and select Local computer. Click Finish, and Click OK.

3. In the left menu right click Personal/Certificates section, choose All Tasks and Import... Click Next, choose the previously downloaded .cer certificate. Choose Next. For option Place all certificates in the following store leave Personal and click "Next" and Finish

4. From the list of certificates in Personal/Certificates choose the newly created one. Right click, choose All Tasks and then Export…

5. 如4中导出PFX为灰色，可能由于域限制导致，可采取第三方工具转换p7b->pfx