First of all, you probably have three files generated using openssl for your private key, server certificate, and CA certificate. To convert all this to a PKCS12 file, you can use openssl:
openssl pkcs12 -export -out server.p12 -inkey server.key -in server.crt -certfile CAcert.crt
certutil, PKCS12 :
certutil -N -d sql:certdb
certutil -A -n mycertnick -i server.crt -t "TCu,Cu,Tuw" -d sql:certdb
certutil -A -n myCA -i CAcert.crt -t "TCu,Cu,Tuw" -d sql:certdb
pk12util -i server.p12 -d sql:certdb
, .