Java supports multiple keystore types when working with SSL. If you have a pfx file, you do not need to convert the file to another format using openssl or the java keytool command.
SSL is usually configured by the \jetty\base\etc\installation.properties file.
To use a pfx file as your keystore add the following property:
Update the keystorePath to point to your pfx file and update any passwords to match the pfx files password.
After a service restart, jetty should be using your pfx file for the keystore.