I have the same situation (send a http request from a VBA in Excel); I created three objects:
Set HttpReq = CreateObject("WinHttp.WinHttpRequest.5.1")
-- for the http request class, and
Set fsobj = CreateObject("Scripting.FileSystemObject")
Set txtobj = fso.OpenTextFile("C:\PKCERT.PEM")
-- to get into a variable the certificate contents, to pass it to HttpReq.SetClientCertificate,
certificate_data = txtobj.ReadAll
HttpReq.SetClientCertificate (certificate_content)
So I can send the request including its public key certificate, as usual,
HttpReq.Send
P.S. I found a script at http://www.808.dk/?code-simplewinhttprequest -- it worked fine in my case, hope in yours too.