PuTTYgen is what you will use to generate your SSH key for a Windows VM. You can download PuTTY from When you install the PuTTY client, you also install the PuTTYgen utility. PuTTY is an SSH client for Windows that you will use to generate your SSH keys. This section shows you how to manually generate and upload an SSH key when working with PuTTY in the Windows environment. PuTTY is a free open-source terminal emulator that functions much like the Terminal application in macOS in a Windows environment. DSA keys are supported, but not recomended.
This document explains how to use two SSH applications, PuTTY and Git Bash. On Windows, you can create SSH keys in many ways.