Authentication client certificate on iPad

I am having difficulty with the Client Authentication certificate for iOS. If I go to the user portal on the device and select to download the certificate, The iPad does not recognize the file and asks where to store it. This is where the problem starts. There is not really a great storage option on the iPad, other than application specific locations. So I download the file to the Pages save location. I then download the Sophos Auth Client form the App store. When I open the Auth client, I don't see how to import the certificate from the device. On Android the certificate is recognized, just having trouble with iOS. I'm checking to see if anyone else can shed some light on the process for the auth client on iOS. I should also mention the version of iOS I am using 11.2.5, but I have also tried the latest version. The Sophos box is running SFOS 17.1.2 MR-2 but it did not work on the previous version either. Any help is appreciated.