By now the only way i'm able to import a certificate on Certificate Management Tool is by having a .pfx file. I'm using Makecert.exe utility to generate certificates.
First Step - I generate a Certification Authority by using the following command:
makecert.exe -n "CN=TestCA" -r -sv TestCA.pvk TestCA.cer
Second Step - I generated the private key file and the certificate file
makecert.exe -n "CN=TestCert" -sv TestCert.pvk -iv TestCA.pvk -ic TestCA.cer TestCert.cer -sky signature -pe
Now I'm able to see that I generated 4 Files, TestCA.pvk, TestCA.cer, TestCert.pvk, TestCert.cer
When importing i'm not able to choose a pvk file from the Certificate Management Tool.