Bernard, have a look here:

http://www.impetus.us/~rjmooney/projects/misc/clientcertauth.html

It's a tutorial for setting up X.509 client authentication with Apache
but the same principles apply to CAS. In short:

1. Generate a private key for the client
2. Create a certificate signing request for the key from #1
3. Sign the CSR with the server's CA and private key
4. Convert the signed CSR to PKCS12 (a .p12 file)
5. Import the .p12 into the client's browser of choice

Sounds complicated but it really isn't, you can automate it with a 10
line shell script. To reiterate:

> Should I copy the .crt file from CAS Server and put it on my local machine? 
> Please tell me how.

No. You use the .crt to sign the CSR.

> What should be done in client ends.

Import the .p12 file into the browser.

For example, in Firefox: Preferences > Advanced > Encryption > View
Certificates > Your Certificates > Import

You don't need to import the client's private key separately, it's
part of the .p12. Hope that helps!

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