I'm not entirely sure what aspect of Laserfiche you are trying to secure with SSL, but I could probably give a more specific answer if you provided more details. Since you mentioned you aren't configuring IIS, I'm going to assume you're just talking about SSL between the Laserfiche server and the standard client.
1) If you buy an SSL certificate from a common 3rd party Certificate Authority, then you should only need to install the certificate on the server (the client side typically has various CA certificates preinstalled). If you are using certificates you generated and signed yourself (OK for some small, internal applications and testing environments) then you will need the trusted root signing certificate to be installed on ALL machines, and the server exchange certificate to be installed only on the server.
2) The private key should be exportable if you wish to move the certificate around to other machines. If the certificate is being created and used on the server that will be hosting the secured service, you aren't required to export the private key. However, if you want to move the certificate later you may want to have this ability.
3) If you are trying to import the Server certificate from a file, then it will have to be in PKCS#12 format (.pfx or .p12) as this is the only format I know of that can contain a private key in addition to the public key. If you are trying to import your own trusted root signing certificate onto the server or client machines, this should be acceptable in any format that can properly contain the public portion of the certificate (.crt, .cer, etc).
I hope that gives you enough information to get started.