Certificate authentication issues

I'm finding the information in relation to setting up certificate authentication hard to follow. In the following link: https://community.anaplan.com/t5/Releases/How-to-Use-Third-Party-Certificates-With-Anaplan/ba-p/49116# there is information that says:


"When you obtain your certificate from Sectigo, you can either submit the certificate request and get a private key from the CA or you can submit your request with a Certificate Signing Request (CSR)."


I've obtained my certificate from Sectigo, but I don't know what this step means?