How to use .key and .crt file in java that generated by openssl?

This should do what you want to do (using the BouncyCastle PEMReader as suggested above) -- take a PEM-encoded private key + certificate, and output a PKCS#12 file. Uses the same password for the PKCS12 that was used to protect the private key.

public static byte[] pemToPKCS12(final String keyFile, final String cerFile, final String password) throws Exception {
    // Get the private key
    FileReader reader = new FileReader(keyFile);

    PEMReader pem = new PEMReader(reader, new PasswordFinder() {
        @Override public char[] getPassword() {
            return password.toCharArray();
        }
    });

    PrivateKey key = ((KeyPair)pem.readObject()).getPrivate();

    pem.close();
    reader.close();

    // Get the certificate      
    reader = new FileReader(cerFile);
    pem = new PEMReader(reader);

    X509Certificate cert = (X509Certificate)pem.readObject();

    pem.close();
    reader.close();

    // Put them into a PKCS12 keystore and write it to a byte[]
    ByteArrayOutputStream bos = new ByteArrayOutputStream();
    KeyStore ks = KeyStore.getInstance("PKCS12");
    ks.load(null);
    ks.setKeyEntry("alias", (Key)key, password.toCharArray(), new java.security.cert.Certificate[]{cert});
    ks.store(bos, password.toCharArray());
    bos.close();
    return bos.toByteArray();
}