Thank you for your question and reaching out. I can understand you are having query\issues related to certificate for VPN.
For steps to generate a client certificate, see Generate and export certificates. https://learn.microsoft.com/en-us/azure/virtual-wan/certificates-point-to-site#clientcert
For steps to install a client certificate see Install client certificates. https://learn.microsoft.com/en-us/azure/virtual-wan/install-client-certificates
To view an installed client certificate, open Manage User Certificates. The client certificate is installed in Current User\Personal\Certificates.
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