Microsoft systems and the products of some Microsoft-dominated vendors (like HP and Brother) will not accept separate SSL keys and certficates. Instead, these need to be bundled together in PKCS12 format.
Converting PEM certificates to PKCS12 format is easily done with the openssl utility:
openssl pkcs12 -export -out _.example.com.pfx -inkey _.example.com.key -in _.example.com.crt
The name of the output file is specified after "-out". The original certificate key in PEM format is after "-inkey", while the original PEM cert is after "-in".
The utility will prompt for a password to secure the file, enter in something memorable to complete the operation (and make note of it in your Password Safe[1]. This password will be required when importing the .pfx file into vendor systems (e.g. HP printers).
The underscore dot domain notation is not mandatory, it's just how I now personally name wildcard certificates.
[1] You are using something like Password Safe to keep track of all your strong passwords, aren't you?
References:
Ivan Ristić, OpenSSL Cookbook.
See picture, i need it to be made in pfx format, I use software called Emby server, and it is run by a Windows 10 pro machine (Virtuel)
based on the information, how would I do this, I mean step by step :)