In windows, certificates are special files that are stored in the Windows certificate store. You can manage certificates using Microsoft's native tool Microsoft Management Console (MMC). Using MMC you can view, import, export and configure all your certificates on the local machine.
This step may be needed to allow access to a particular cert. For example, Window service applications may need the correct permission access in place before the certificate is usable. To configure a certificate's permissions, right-click on the certificate to open sub-menu and navigate to "Manage Private Keys…"