How to install PFX certificate?
Solution 1:
Per your comments, the PFX file contains a User Certificate and Private Key.
To install this is going to depend on what you are using to access the resources. Usually these certificates end up being used for SSL Client Auth on websites, in which case you will need to import the PFX file in your browser.
In Chrome/Chromium, you enter your "Settings" page, type in "Certificates" in the search bar, choose "Manage Certificates", and under the "Your Certificates" tab, hit "Import", select the PFX, and use the Import Password to import the PFX file. Chrome/Chromium will then be able to use your certificates. (HOWEVER you have to do this for each browser independently.)
In Firefox, open "Preferences", in the "Find in Preferences" search bar type in 'Certificates', then you'll see a button that says "View Certificates". Click it to open Firefox's Certificate Manager. Make sure you're on the "Your Certificates" tab, and then click 'Import', find the PFX on disk, and use the PFX import password to authorize the import.
Note that you need to do this individually for each browser on-system, and this answer does NOT include all browsers in the universe in the answer - it only covers the most common three.