How to find the CSR private key generated by DigiCert for Windows
A private key for the CSR is automatically generated when using Digicert Certificate Utility for Windows and can be found in the Microsoft Management Console undernearth Certificates. Click on File -> Add/Remove Snap in and add Certificates. Expand the "Certificate Enrollment Requests" and click on the "Certificates" folder. You can find the certificate here and extract the private key.
Extract the private key by right clicking the certificate and choose "All tasks -> Export". Click next, select the "export private key" option and next. Let the defaults stay in the next window and click on next. Choose the password option in the next window and click on next. Choose a file name. By default the file will be saved with a .pfx extension.
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Open command prompt, navigate to C:\OpenSSL-Win32\bin>, and run the following commands:
Set OPENSSL_CONF=c:\openssl-win32\bin\openssl.cfg openssl pkcs12 -in filename.pfx -nocerts -out key.pem openssl rsa -in key.pem -out myserver.key
The private key will be saved as ‘myserver.key’.
Carefully protect the private key. Be sure to backup the private key, as there is no means to recover it, should it be lost.