Используя openssl
"C:\Program Files\OpenVPN\bin\openssl.exe" pkcs12 -export -out "C:\Program Files\OpenVPN\bin\company.ru.pfx" -inkey "C:\Program Files\OpenVPN\bin\private_key.key" -in "C:\Program Files\OpenVPN\bin\company.ru.crt"
"C:\Program Files\OpenVPN\bin\openssl.exe" pkcs12 -export -out "C:\Program Files\OpenVPN\bin\company.ru.pfx" -inkey "C:\Program Files\OpenVPN\bin\private_key.key" -in "C:\Program Files\OpenVPN\bin\company.ru.crt"