The method sslConfBuilder.Enable().ServerCAFile(filename) doesn't work in Windows.
The client has to register the trusted server certificate via MMC (Microsoft Management Console) in Windows.

Registering the certificate has to be done manually.
How to: http://www.databasemart.com/howto/SQLoverssl/How_To_Install_Trusted_Root_Certification_Authority_With_MMC.aspx

However, the ServerCAFile still has to be used (aside from registering the file manually in Windows) otherwise JDG throws the following error when calling an operation on the cache:
4: System.AccessViolationException : Attempted to read or write protected mem
ory. This is often an indication that other memory is corrupt.
4: at Infinispan.HotRod.SWIGGen.hotrodcsPINVOKE.new_RemoteCacheManager_SWIG
4(HandleRef jarg1, Boolean jarg2)
4: at Infinispan.HotRod.SWIGGen.RemoteCacheManager..ctor(Configuration config
uration, Boolean start) in C:\workdir\dotnet-client\build_windows\swig\RemoteCac
heManager.cs:line 96
4: at Infinispan.HotRod.RemoteCacheManager..ctor(Configuration configuration,
Boolean start) in C:\workdir\dotnet-client\src\main\cs\Infinispan\HotRod\Remote
CacheManager.cs:line 61