If you generated your keys on Windows, but need to use them on a Unix or similar system, you can can export a PEM-format private key from Windows.
These instructions will work on Windows 7 through 10.
Hit Win+R and type
Generated private keys will be under Certificate Enrollment Requests > Certificates.
Right-click the certificate to export and select All Tasks > Export. Click Next
Say Yes, export the the private key.
You'll be asked to pick a format.
Provide a location to save the certificate.
Review the settings and click Finish to generate the exported key file.
If you were only able to export the .p12 key in Certificate Manager you can convert it using openssl for Windows
openssl pkcs12 -in key.pfx -out key.pem -nodes
key.pem file is your .PEM format private key!