I downloaded an ACME client from https://github.com/PKISharp/win-acme and was able to request and download certificates from a Windows server; but I did not receive a private key. My end goal is to get a certificate that I can later use to setup ADFS (which must be in PFX format).
Thanks for your help. You are correct that they key was in IIS and my certificate store; but neither allowed me to export it nor the certificates. However; I was able to generate a PFX certificates by following the following steps:
When requesting the certificate, I chose 3: Write .pem files to folder (Apache, ngnix, etc.) instead of saving it to the IIS Central Certificate Store or Windows Certificate Store.
Opened the certificate chain file (domainname.com-chain) and created another PEM file with the first certificate (domainname.com-certificate.pem) and another with the second certificate (LetsEncrypt.pem).
Ran OpenSSL and used the command below to export a PFX certificate from the downloaded certificates: