Can anyone point me in the direction of a HOW TO guide or explain the steps needed in order to code sign my compiled executable using a commercially provided code signing certificate?
On Mac, just use your Developer ID with codesign on both the .app bundle and the .dmg installer. You can also use spctl on both to assess the status of the codesigning.
On Windows, import your certificate into the Windows store. In IE, Internet Options | Content | Certificates | Import. Once imported, you can use MS's signtool.exe on the app .exe and the installer .exe. See Inno Setup docs for how to integrate it into your .iss file if you use Inno Setup.
There's also a package for Lazarus that helps with this. Install OPM and have it install codesigningtool (or something like that).