Converting .cer to .pem returns error ‘unable to load certificate’

I got an email containing a cert, it looked something like:

—–BEGIN CERTIFICATE—–

MIIHE…

—–END CERTIFICATE—–

I copy/pasted that into notepad and saved it as a .cer file.

What I need now is a .pfx file using this cert. From what I gather I need to first convert my .cer to a .pem.

I tried converting my .cer to a .pem but that only gave error:

OpenSSL> x509 -inform der -in
C:\Users\xxx\Desktop\cert.cer -out certificate.pem

unable to load certificate 7320:error:0D0680A8:asn1 encoding
routines:ASN1_CHECK_TLEN:wrong tag:.\crypto\asn1\tasn_dec.c:1315:
7320:error:0D07803A:asn1 encoding routines:ASN1_ITEM_EX_D2I:nested
asn1 error:.\crypto\asn1\tasn_dec.c:379:Type=X509

I read some answers that also say just changing .cer to .pem is enough, but for me that does not seem to work at all.