PEAP Certificate when using RADIUS Proxy

Hi,

I need to use PEAP in the wireless environment. I am using Win2012 R2 for Radius proxy server and Radius servers.

When I configure PEAP at first Radius server, I get the following message:

I need to know where to import the certificate for PEAP in a RADIUS Proxy environment:

Only At Radius Proxy Server?

Or

Only At all of the Radius servers? If yes, Does the same certificate need to be imported at all of the radius servers? or I need to obtain different certificates for every Radius server?

Or

At Radius Proxy server and Radius servers?

Thanks in advance!