Importing Client Certificate into Windows Certificate Store
On the PC, where you intend to import/install the Client Certificate from a previously downloaded or exported 'Personal Information Exchange - PKCS#12' P12 file:
Using Windows file explorer, locate the '.p12' file you downloaded/exported and double click it.
A 'Certificate Import Wizard' will appear on your screen. Select option: 'Current User' under 'Store Location' and click the 'Next' button.