I suspect by CA bundle your CA means the intermediate and root certificates which establist the chain of trust for your certificate.
Typically, these will be provided as base64-encoded data, with delimiters like the following:
-----BEGIN RSA PRIVATE KEY-----
If this is the case, the data is already in PEM format, which is the typical format of
.crt files. You can simply rename them and you will have certificates.
Windows tends to have trouble with certificate keypairs that aren't in PFX format (linux has no such trouble), so you might need to look into using openssl to convert them before you can install the certificate. Then, simply use the certificate manager MMC snapin, import the certificate with the key to the machine certificate store (it will be a "personal" certificate, which is merely an unfortunate nomenclature from Microsoft), and select it as the certificate to use in IIS (the option is somewhere under the SSL options in the server manager snapin).
Any decent CA will be able to help you with this in great detail and provide the screenshots and detailed a priori walkthrough you're probably looking for.