Convert PFX to PEM and upload the certificate to Plesk

Export the Private Key:

openssl pkcs12 -in filename.pfx -nocerts -out key.pem

Remove the password from the SSL certificate (unencrypted is needed for plesk):

openssl rsa -in key.pem -out server.key

Export the certificate:

openssl pkcs12 -in filename.pfx -clcerts -nokeys -out cert.pem