We're trying to figure out some details on digital certificates because our bank has changed their FTP platform and we're having a hard time getting the proper certificate authority (CA) certificates from them. (Technically, these would normally come from an outside trusted third-party via some secure method. However, they are supposedly using a self-signed certificate.)

Does anyone know how the 'Certification Path' tab works when you display a certificate? i.e., If I click on another certificate in the path, the 'View Certificate' button becomes available. If I view this certificate, is Windows retrieving the CA certificate from it's store or the Internet? Or are the CA certificates in the Certification Path included in the end certificate I started out viewing?