The tool runs on your local computer and doesn't talk to the server.
You're supposed to use the data shown to manually create the challenge file on the server. Run it again, then when you get to that step, create a text file with the name listed (make sure to remove the txt extension) containing the value shown. Then, use FTP to create a .well-known folder inside public_html (or if it's something like an addon domain, whatever the docroot is for the domain you're ordering the cert for), then create an acme-challenge folder inside it. Upload the file you made into the acme-challenge folder.
Once the file is uploaded, press enter, it'll validate the challenge and generate a certificate.
The files you listed are just two keys and a CSR (cert signing request). LE did not actually generate and sign a cert since you didn't do the challenge process.