Installing third-party SSL certificate

We've decided to purchase a third party certificate for use with OWA and have
finally recieved the cert from the provider. In the interim we've needed OWA
functioning so I had deleted the pending request after sending the
certreq.txt file and installed a self-signed certificate. Now I'm trying to
find out how to install the certificate we've recieved but can't seem to
figure it out. I've never done this before so I'm sure I'm simply overlooking
something obvious.

I currently have four *.crt files, one of which is named the same as the
domain it's intended for, and need the method to install them on the server
so that it can be assigned to the proper website.