You want to implement a client certificate authentication for MIP Classification/Decryption profiles on Enforce, which was introduced with 16.1.
16.1
Note: this instruction covers the topic of implementing a self sign certificate. If your organization needs to use a certificate issued by your own CA, contact your PKI team in order to issue a valid certificate and use it in Azure Portal and Enforce UI accordingly.
$certname = "{certificateName}"
$cert = New-SelfSignedCertificate -Subject "CN=$certname" -CertStoreLocation "Cert:\CurrentUser\My" -KeyExportPolicy Exportable -KeySpec Signature -KeyLength 2048 -KeyAlgorithm RSA -HashAlgorithm SHA256
Export-Certificate -Cert $cert -FilePath "C:\Users\admin\Desktop\$certname.cer"
$mypwd = ConvertTo-SecureString -String "{myPassword}" -Force -AsPlainText
Export-PfxCertificate -Cert $cert -FilePath "C:\Users\admin\Desktop\$certname.pfx" -Password $mypwd
Please refer also to Microsoft documentation about creating the certificate - Create a self-signed public certificate to authenticate your application - Microsoft identity platform | Microsoft Learn