I wanted to use CharlesProxy on Windows Phone. What I did was the following:
Go to charlesproxy.com/charles.crt (file will be downloaded)
Save file as .cer instead of .crt
E-mail file to an e-mail account that can be openen with an e-mail application on WP (somehow you can't download e-mail attachments using a webbrowser on WP)
Click on attachment (once for download, twice for installing)