How to get a pfx file from okta.cert file

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C#

ASP.NET

I am exploring the option to use Okta SAML authentication. Since my evaluation period expired for Okta not able to ask in Okta site, so I thought codeproject forum experts might help. When we register a website in Okta, we get a 509 certificate in xxxx.cert format.
I would like to get a pfx file from xxxx.cert file.

What I have tried:

In git bash using below command I was able to create the .key file in windows 

winpty openssl genrsa -des3 -out xxxx.key 2048

When I try the below for pfx

winpty openssl pkcs12 -export -out xxxx.pfx -inkey xxxx.key -in xxx.cert

I get "no certificate match private key"
Please help.