@Narender Uppala
Thank you for your post!
When it comes to installing your certificate that's stored within the Azure Key Vault to a remote Windows Server outside of Azure, you should be able to do this by following this 3rd party doc - Installing a certificate from Azure KeyVault into a machine external to Azure.
The documentation goes over installing the certificate by creating an Azure AD App, granting that App's Service Principal Key Vault access, using Azure PowerShell commands to Get/List Secrets, deserializing the JSON payload and installing the PFX into the local machine.
I hope this helps!
If you have any other questions, please let me know.
Thank you for your time and patience throughout this issue.