by Ken Task.
Don't claim to be an expert at this, just have had some experience with different CA's and server flavors (linux not Windows).
A 'wildcard' cert is a little different than one for a specific server ... *.tld. Some CA's provide a PC only application server administrator can use to gen the .crt for the server for that wildcard tld and the csr to submit to CA. Others, like Comodo, provide the chain files for downloading ... one just has to find the chain file for the cert purchased and download then put into config.
So some references for ya:
https://help.ubuntu.com/lts/serverguide/certificates-and-security.html
It is best to consult the CA's online docs for how to install. Entrust, for example, sends a link via EMail, and when you click on it you are taken to a screen that has you choose what 'flavor' of server ... like 'Apache on Linux' ... you are then presented with their directions and example config lines + a link to download a zip of your files.
Example of Comodo's intermediates and roots (** but read their docs before downloading **)
https://support.comodo.com/index.php?/Knowledgebase/List/Index/71
Example of Entrust ...
https://www.entrustdatacard.com/resource-center/installation/installation-help
http://www.entrust.net/knowledge-base/technote.cfm?tn=8850
Clear as mud, huh? Sorry ... just the way it is! :\
'spirit of sharing', Ken