Once you have got necessary files.
Encrypted private key and certification file you need to do the following
Decrypt the private key
openssl rsa -in example.encrypted.key -out example.key
Enter passphrase for example.encrypted.key:
Add encrypted key to certificate and create a new certificate with a key already in it to install in IIS
openssl pkcs12 -inkey example.key -in example.crt -export -out example.pfx
You need to provide a password to it.
Once done on Windows Server use run command -> mmc ->Snap in ->Certificate and Import the certificate or just double click on the certification and add to personal folder under Local Machine.