Instructions suggest you need to convert a PFX to a PVK.
A PVK file is simply an optionally encrypted version of your private key.
So just take your private key eg: wild.domain.tld.key and:
openssl rsa -in key.key -inform PEM -outform PVK -pvk-none -out 443.pvk
Then migrate to the required directory (which you do need to create).