I don't believe you will be able to convert the file that way. I believe you filled out a Certificate Signing Request, and are attempting to download the resulting public key certificate.
Note that the file isn't actually encrypted. it's data is the result of a cryptographic operation, but the data in question is the certificate data itself.
With CSRs, the private key is generated on the server the CSR is being generated on, along with a public key, and the pub key is sent to the CA for signing. The CA does not normally see or possess the private key.
.cer and .crt files contain only the signed public key certificate, so PKCS formats like
.pfx or .p12 are inappropriate.
I believe you can convert a .cer into a
PEM or DER certificate, but you won't be able to do so just by changing the extension of the file. it has to have its data converted. tools like GPG may be able to help you there. see here for some info about the certificate file types in question: https://sharif2008.wordpress.com/2017/08/27/difference-between-p12-pfx-vs-crt-cer-vs-pem-vs-der/
if you want a PFX/P12 file that you can move between systems, you will need to install the certificate in the certstore of the system that generated the CSR, and then export it in the appropriate format, indicating that it should include the private key.