You will need to use openssl.
openssl pkcs12 -export -out domain.name.pfx -inkey domain.name.key -in domain.name.crt
The key file is just a text file with your private key in it.
If you have a root CA and intermediate certs, then include them as well using multiple
openssl pkcs12 -export -out domain.name.pfx -inkey domain.name.key -in domain.name.crt -in intermediate.crt -in rootca.crt
If you have a bundled crt file that you use, for example, with nginx, you can pass that in along with the cert all in one:
cat domain.name.crt | tee -a domain.name.bundled.crt cat intermediate.crt | tee -a domain.name.bundled.crt cat rootca.crt | tee -a domain.name.bundled.crt openssl pkcs12 -export -out domain.name.pfx \ -inkey domain.name.key \ -in domain.name.bundled.crt
You can install openssl from here: openssl