Question: how to create pfx file windows 10?
Answer: Launch a new MMC. ... 
Add the CERTIFICATE add-in. ... 
Expand CERTIFICATES > PERSONAL > CERTIFICATES.
Right click on the certificate in question (likely one issued by a 3rd party like GoDaddy) and select ALL TASKS > EXPORT.
Click NEXT button on the CERTIFICATE EXPORT WIZARD > YES, EXPORT THE PRIVATE KEY > NEXT button.