A private key is generated on your server when you generate your CSR. On Windows servers the private key is contained in the 'Pending Request'. As the name implies, the private key is indeed private and therefore should never be publicly available. You must use the exact same private key with your certificate when you install the certificate files we issue to you. If the private key is deleted or lost then the certificate will not work. Therefore, make sure to keep your private key in a safe place. If you are using a Windows server, make sure not to delete your 'Pending Request'.
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