Link CSR to certificate without IIS

I'm on a Windows Server 2012 R2 Standard server and I have a CSR that I've created and I've got the GoDaddy issued cert. But when I go to "Certificate Enrollment Requests" I don't see anything except for this key. I've tested my CSR and my key on sslshopper, and it says they match, but I can't figure out how to tell my computer "This key matches this CSR".

Is there a way I can push my CSR into the computer (the same one that generated it) and then tell it "use this key"?

Any help is greatly appreciated.