You open the program Keychain Access found under Applications/Utilities. Under categories list to the right you select "My Certificates".
This gives you a list over all the certificates installed in your keychain. In case you are unfamiliar with what the keychain is. It is basically a secure database containing your login passwords, certificates, private keys etc.
When you download a certificate, you should double click it to import it into your keychain.
Then you can find your certificate in the list of "My Certificates". If you expand the certificate you are interested in finding the private key for, it should be shown right below the Certificate.
I bet you just followed a guide and did the steps and isn't totally sure exactly what you did. We all do right ;-)
How this works is that you initially create a public and private key together in the keychain access program. Generally in encryption, the way you use these is that you give your public key to somebody and then they can encrypt a message and send to you. Only the person with the private key that was made together with this public key can decrypt the message.
But anybody who gets your public key can't know for sure whether it is REALLY from you. This is where certificates come in. A third party like Apple trusted by most people will sign your public key, that creates a certificate. So what you probably did earlier was sending your public key to Apple which signed it and thus creating a certificate you could download.
Let me give you the short version:
- Key Chain Access is used to create a public/private key
- You create a certificate signing request with your public key. This is basically a file containing your public key asking Apple to create a certificate from this public key.
- Apple adds a bunch of info about you and the purpose of the public key as well as adding the public key itself to a file which becomes the certificate. Then apple signs that.
- You download the certificate.
- Double click and import certificate to your keychain.