Do you want to extract private key from a pfx file and write it to PEM file?

# openssl pkcs12 -in public_private.pfx -nocerts \
   -out privatekey.pem

To remove the password from the private key file:

# openssl rsa -in privatekey.pem -out private.pem

Last but not least, if you need to test ssl-secured-service:

# openssl s_client -verify 5 -CAfile ca.cer \
   -connect you.host.ip:secured-port