Open a command prompt and go to the directory where keytool is available.
If you have DevTest installed, you will find keytool under the $DEVTEST_HOME/jre/bin folder.
If DevTest is not installed, you will find keytool under your $JAVA_HOME/bin folder.
Using Keytool run the following command below:
keytool -importkeystore -srckeystore mypfxfile.pfx -srcstoretype pkcs12 -destkeystore clientcert.jks -deststoretype JKS
Replace the mypfxfile.pfx with the name of the PFX file you want to convert to a Java keystore (JKS).
Replace the clientcert . jks with the name of the keystore file you wish to create (it needs to be a JKS file).