IIS / Windows: PFX
IIS and the Windows certificate manager import server certificates as PFX (.pfx / .p12), which bundles the certificate, private key and intermediates into one password-protected file. If you have a PEM certificate and key, pick IIS / Windows under "Convert for", set a password, download, import it under Server Certificates in IIS Manager, then select it for https in the site's Bindings. PFX files from this tool use encryption that older Windows accepts, so they import on Windows Server 2016 and earlier too.