After downloading the personal client certificate, it is stored in the IE browser as a personal certificate. You can export and save it as a .pfx file. The method is as follows: first download the personal certificate from the website to the IE browser according to the prompts, download it to the machine to get the certificate, in the IE browser toolbar of the machine, go to Tools-Internet Options-Content-Certificate-Personal, Select your certificate and choose to export (you can choose the path yourself). Be sure to choose to export with the private key. Back it up everywhere and save it to your USB flash drive.