OMG, you really do learn everyday đŸ˜„
You've been there right, converting a certificate from some format to a pfx file so windows can handle it.Now normally I would turn to OpenSSL, but this is a bit of a hassle with all the commands and not every station you work on has it installed, or you're not allowed to install it.
So there is a standard tool on Windows that is installed by default and is always available that does just this.
Certutil.exe
So how do we go from a .crt file and a .key file to a .pfx?
Place the .crt and .key file in the same directory.
Open cmd.exe as an administrator.
Browse to the path with the .crt and .key file and run:
certutil.exe -mergepfx [inputfile.crt] [outputfile.pfx]
You will have to enter a password and confirm it because the private key is inserted into the .pfx.
And there you have it, without OpenSSL.