In order to import a user certificate into the Windows certificate store, you must have the certificate file an the associated password. (please refer Apply for a user certificate).
How to integrate the certificate into your Windows certificate store
First double-click the certificate file.
The certificate import wizard opens.
Select "Aktueller Benutzer" here so that only you can use the certificate, and then click "Weiter".
Enter you passwort for the certificate file.
If you want to export the key from the Windows certificate store again later, check the corresponding box. If the check mark ist not set, the certificate can no longer be exported!
Make sure that "Alle erweiterten Eigenschaften mit einbeziehen" is marked. Click on "Weiter".