OK, following the instructions of the livechat support the problem is solved, now :-)
Just to let you know:
I had a digital signed certificate in .pem format. The request for this certificate was not created by wingFTP. The certificate works fine in other applications, but not in wingFTP: "invalid SSL certifacte file".
So I followed the instructions and created a new self-made certicate with wingFTP and got 3 files .crt .key .csr. I put .crt and .key into the certificate- and key-path of wingFTP-Certificate-Manager (like written in the wingFTP-manual). Then I send the .csr (request file) to my CA provider. He change my old pem-file to a new one with the new request (.csr). After this I changed the certificate-path in wingFTP-Certificate-Manager from .crt to my new .pem-file. In the key-path the .key-file stays anymore. And https works fine...
Thank you for your support.