My understanding is, that the certificate signing request is generated from a private key. When I create a new CSR from IIS, only the CSR is exported to a text file. Where is the private key used for the CSR located?
From your server, go to Start > Run and enter mmc in the text box. Click on the OK button.
From the Microsoft Management Console (MMC) menu bar, select Console > Add/Remove Snap-in.
Click on the Add button. Select Certificates from the list of snap-ins and then click on the Add button.
Select the Computer account option. Click on the Next button.
Select the Local computer (the computer this console is running on) option. Click on the Finish button.
Click on the Close button on the snap-in list window. Click on the OK button on the Add/Remove Snap-in window.
Click on Certificates from the left pane. Look for a folder called REQUEST or "Certificate Enrollment Request> Certificates Select the private key that you wish to backup.
Select the private key that you wish to get.