Generating Certificates from Windows CA/MMC tool To Enable HTTPS/TLS to Correct Format for Consul

Hi, I’m new to the forums, and wanted to know if it is possible to get a tutorial to export certificates from Windows MMC (PFX/DER) into a format that is acceptable for Consul (either PEM or CRT/Key files). Looking inside the example files in the tutorial, do the private keys have to use the EC cryptography?

In the tutorial, I saw that the private key and certificate must be split into two files. Is it possible to only give one certificate file that contains the private key as well?
Is the only way to use OpenSSL to convert? Or do I have to generate the certificate in OpenSSL and import it into the Windows CA?

Looking at the certificate keys, does it have to use ECC? I tried using other certificates and was getting errors using different private key algorithms and got errors.

-----BEGIN EC PRIVATE KEY-----

vs
Key Attributes
X509v3 Key Usage: 10
-----BEGIN ENCRYPTED PRIVATE KEY-----