1st WAY
Using embedded in WIN10 utility
- Run cmd.exe
- Run ssh-keygen -t ed25519
- Add passphrase (optional)

Check keys

In same CMD utility

2nd WAY
Using Putty
- Convert key .pub to .ppk using puttygen.exe this instruction https://www.simplified.guide/putty/convert-ssh-key-to-ppk
- Save basic settings

Specify .ppk file and click Open
