If you have downloaded any encryption certificate and want to export it from browser to desktop, please follow below steps:-

Step 1: Search Internet Options in search box of Windows. Open it and Click on Content Tab.

Step 2: In Content Tab>> Click on Certificates.

Step 3: One new window will get opened. Choose and Click on the Certificate name you want to export. Click on Export Button and Click on Next button when new window opens.

Step 4: Choose Yes, export the private key and click on Next button.

Step 5: Select all options as displayed in below image and Click on Next button.

Step 6: On next screen, enter password to use PFX file. Enter like 123456 and Select AES256-SHA256 ( If available ) and Click on Next button.

Step 7: Choose path by clicking on Browse button and enter file name same as applicant name. Click on Next button.

Step 8: On next screen, Click on Finish and wait for some seconds. it will show you message The export was successful. Click on OK button.

Step 9: Check your desktop with file name you saved. It will look like as below.

If you want to export PFX / Encryption Certificate in USB Token, Visit this article - How to import Encryption / PFX file in USB Token ?