Help needed with certificate generation

Hi, I am currently following the example Application-restricted RESTful APIs - signed JWT authentication - NHS Digital. In Step 4 the C# code example to generate a signed JWT is using a path to a certificate. Could you please explain how you generated this certificate from the PEM files in Step 2? thank you.

Please assure you have an application in order to upload the hosted JWKS URL. The C# code snippet shows how to generate a signed JWT from the private key.

Thank you for clarifying!