How to change the cert pem to pfx?

my service is windows 2016,needs the cert as .pfx,but i creat the cert from "Origin Certificates

Generate a free TLS certificate signed by Cloudflare to install on your origin server.

Origin Certificates are only valid for encryption between Cloudflare and your origin server." it show the .pem

i change the cert with openssl but when i set it on my service the browser says the NET::ERR_CERT_AUTHORITY_INVALID

what shoule i do?

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