Launch Microsoft Management Console. Press Win+R, type in mmc and press OK.

Click File and select the Add/Remove Snap-in option.

Click on Certificates in the list of Available snap-ins and then, on the Add button.

Select Computer account and click Next.

Choose Local Computer and click on the Finish button.

Click OK to add the certificate snap-in and get back to console.

Expand the Personal store in the left-side menu, and choose Certificates. Right-click on the certificate you want to export > All Tasks > Export.

This will run the Certificate Export Wizard.

If the radio button ‘Yes, export the private key’ is grayed out, it means that either the private key was not marked as exportable during the certificate request generation, or that you do not have the corresponding private key on the machine you are using.

Note: if you used IIS Manager certificate request wizard to generate the CSR code, the private key will be marked as exportable by default.

In this case, you will not be able to create a PFX file, only export the certificate without the private key. To have the opportunity to export the certificate to another machine, you will need to create a new CSR code marking the private key as exportable and perform a certificate reissue. Otherwise, you can generate a new CSR code for the same common name on the new machine and import the certificate to it after the reissue is completed.

With a COMODO certificate you can perform a reissue an unlimited amount of times for each server. 

If you can export the private key, proceed to the next stage. The window Export File Format will have the format Personal Information Exchange - PKCS #12 (.PFX) selected. Please check Include all certificates in the certification path if possible to have the certificate exported with the chain of intermediate CA certificates into a .pfx file. Then click Next.

Note: do not choose ‘Delete the private key if the export is successful’.

Type and confirm password on the next window and click Next. Make sure you remember the password; it will be used later during the import of a .pfx file to a new server.

In the File to Export window select the name and location of the .pfx file to which the certificate and private key will be exported.

Click Finish to complete the export wizard. The certificate has been successfully imported.