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All digital certificates are made up a public key, a private key and some additional information like "common name" ("CN"). They may be distributed with or without their private key: as the name suggests, in most situations you should NOT distribute certs containing your private key.
Many digital certificates are "signed" by other "certificate authority" ("CA") certificates. This allows people and computers that trust the certificate authorities to trust, use and allow certificates signed by the certificate authorities.
More information can be found in the "Configuring Tasks - Keys and Certs - SSL Client Certificates" documentation.