Adding client certificate using ServerXMLHTTP request.

Hi All,
I need to add the client certificate to the ServerXMLHTTP request object.
I see that, we can use the setOption(3) method to add the certificate to the request.
I wonder on how I can set the certificate to this method. Is it like, I need to provide the certificate path to this method?
Or do I need to register my certificate in Windows server and use?

Can I use *.jks file as the certificate?

I am new to VB6 and not sure how this concept works.

Thanks.