Here’s how you can use OpenSSL to generate a PFX file from a CRT (public key) and PEM (private key) file set.
"c:\OpenSSL-Win64\bin\openssl.exe" pkcs12 -export -out www.mysite.com.pfx -inkey www.mysite.com.pem -in www.mysite.com.cert
Note you will be prompted for the password you want to associate to the generated PFX. Choose wisely. 🙂
Hope this helps!