There are plenty of walkthroughs on the Web. What kind of server is it (Apache, Nginx, etc)? Are you using CPanel?
Basically, you will need THREE things: the certificate that GoDaddy provides, the bundle file that GoDaddy provides, AND the key that you generated when you submitted the request. If you don't have the key anymore, you'll need to regenerate it and update the certificate, then download again.