1. Launch PuTTYgen client (open if application is present already or download it from here).
2. Choose ‘SSH-2 RSA’ for ‘Type of key’ and type ‘2048’ for ‘Number of bits‘. Click ‘Generate’.
3. In the next step, move your mouse cursor over the blank area to complete the key generation process.
4. Next, you will see a window with your new public key and key fingerprint.
5. Type a suitable ‘Key comment’ to identify your key (e.g.,).
6. Type a ‘Key passphrase’ and reconfirm it.
7. Save your public key in a suitable place with a suitable filename and extension (e.g., pub_key.txt)
8. Save your private key in the same place as that of your public key. You are free to use whatever filename you want, but retain the .ppk extension as it is (e.g., pri_key.ppk)
9. Copy and paste the entire contents of your public key (can be found in the large text box below ‘Public key for pasting into OpenSSH authorized_keys file’) into a notepad using a suitable file name with .txt extension (e.g., publickey.txt). This will come handy when associating your public key to a remote-host. See FAQ on ‘How to use ssh keys with PuTTY’
Please see here for detailed instructions (with screenshots)