i have a .PEM file that includes public key and a private key for SSL data transfer like this:
-----BEGIN RSA PRIVATE KEY-----
private key data
-----EN
A different approach is to convert the client PEM certificate to the PFX format supported by Windows. This can be done using, for example, openssl, by running:
openssl pkcs12 -export -out cert.pfx -inkey cert.key -in cert.pem -certfile ca.pem
(where "cert.pfx" is the output file, "cert.key" contains the private key, "cert.pem" contains the input certificate, and "ca.pem" contains the certificate of the signer).