Create SSH from windows

Start Git Bash and create private key

Answer the promts for country name, location etc.
Protect your new private key so only you can use it.

Now create a public key

Next create a private key for PuTTY

And protect it

Download and run PuTTYgen.

File > Load a Private Key and select myPrivateKey_rsa
you can now use the public key in your azure subscription