When you receive the .zip file, it will contain the following files "The Entity (domain certificate), The Root and The Intermediate Certificates". You will need to combine them into one .pem file.
To accomplish the task of changing the .crt file to a .pem file you will need to do the following:
1. Open each .crt file a text editor.
2. Open an additional blank text editor page.
3. Copy the contents of each .crt file in this order and paste it into the blank text editor
*Intermediate CA Cert*
*Root CA Cert*
4. Once the files are in order you can now save the file as "yourdomain.pem".
Next, combine this file with the private key that you generated along with the CSR, the private key of the device certificate. Combine the "yourdomain.pem" certificate with the private keys and then convert the file to a .pem file. This final certificate is called as "final.pem".
Issue these commands in the OpenSSL application to achieve this:
openssl>pkcs12 -export -in yourdomain.pem -inkey mykey.pem -out yourdomain.p12 -clcerts
openssl>pkcs12 -in yourdomain.p12 -out final-cert.pem - passin pass:check123 -passout