That's an excellent question!  You can do this on the actual Mumble client:

• Click 'Configure' at the top menu.
• Select 'Certificate Wizard'.
• Select 'Export Current Certificate'.
• Click 'Next'.
• Click 'Save As' (to the right of the text field).
• Choose the destination folder.
• Click 'Save'.
• Click 'Finish'.

From there, just make sure to back up the certificate in a safe place and you should be set!