Ok thanks, the documentation made it a lot more clear.
I did it once before, but I am unable to bypass the security warning for the web configuration.
As you can see in the picture, the certificate is deployed, but I forgot how how I fixed it before.
I didn't know what services needed to be restarted, so I decided to reboot my Gateway COS box.
I tested it in another browser, but the connection remains "Not secure".