After installation of a wildcard SSL certificate into the certificate store, the certificate does not appear in the IIS certificate list for use with site bindings.
If you are using Godaddy certificate, then the issue is that the machine on which the certificate request is created and the machine on which is you are trying to complete the request are different. So do the following:
Use the "generated-private-key.txt" file that was created the godaddy. Use this file to create .pfx certificate(with private key) you can use OpenSSL command:
openssl pkcs12 -export -out {mydomain}.pfx -inkey generated-private-key.txt -in {your .crt file}
The above command will generate certificate with private key {mydomain}.pfx.
Import this certificate in IIS using "Import" option