How do I create user/Local/etc folder for .pem files?

Do you mean /usr/local/etc/ or ~/local/etc/

You can build a package that installs the .pem files into each user's home folder if you use the FEU option (package must be saved as a .DMG not .PKG).

First, I was wondering about the same point as jcarr (above). It seems like are more likely to need /usr/local/etc...  But the thing is that I have been doing this a long time so I just went and looked it up on their site (https://help.lightspeedsystems.com/s/article/relay-smart-agent-prerequisites?language=en_US) 

Here is how I prep software like this one for Jamf deployments.  

First, I was wondering about the same point as jcarr (above). It seems like are more likely to need /usr/local/etc...  But the thing is that I have been doing this a long time so I just went and looked it up on their site (https://help.lightspeedsystems.com/s/article/relay-smart-agent-prerequisites?language=en_US) 

Here is how I prep software like this one for Jamf deployments.  

1. Open/create the directory you need
2. Copy the files you want to deploy into the correct directory
3. Fix permissions, ownership, and any quarantine attributes
4. Open the directory in the Finder
5. Copy the path, the install command, and any other notes to a text file
6. Open Jamf Composer
7. Copy the install directory into Jamf Composer (drag it over to the sources list)
8. Check the files in composer to be sure you like the permissions, make any changes needed (delete any unneeded files, etc)
9. Hit the Build As DMG button (at the top), pick a directory....
10. Take the DMG and drop it into Jamf Admin
11. Find the DMG in Jamf Admin (hint: Category = unknown), it will be highlighted with blue text
12. Click on the Info button and enter the Description (what it is, the files with full path, etc) and Notes (name, version info, and date)
13. Now go to your Jamf console and create the policy you need to distribute the dmg.  

Steps 1 through 4 can be accomplished at the command line.  Let's assume I have the files I need at my Desktop in a directory called 'Lightspeed'. 

sudo mkdir -p /usr/local/etc
sudo cp -vR ~/Desktop/Lightspeed/*.pem /usr/local/etc
sudo cp -vR ~/Desktop/Lightspeed/*.dat /usr/local/etc
sudo chown -Rv root:wheel /usr/local/etc*     [Note: I guessed about the root:wheel part]
sudo chmod -Rv 744 /usr/local/etc/*           [Note: I guessed about the 744 part]
sudo xattr -rs -d com.apple.quarantine /usr/local/etc/*
open /usr/local

 Does this make sense?  

One more thing.  I noticed in the Lightspeed page they recommend that you have their files added to the exempt list of any anti-virus clients.  I would follow that advice.  ;-)