If they're juste certificate authorities you're looking to import into a Trusted Roots ou Intermediate Roots container, juste changez le extension to .cer ou .crt et Windows should be able to handle it avec little issues.
But si le .pem files are part of .pem/.key file pairs, alors you'll have to convert them into a .pfx file avant Windows can touch them. OpenSSL can be used to create such an archive.
openssl pkcs12 -export -out newfile.pfx -inkey privcert.key -in pubcert.pem -certfile CARoots.pem
It will prompt you for a password to protect le file with. Use that password quand importing into IIS.
