Here is how to create a Putty key pair, this can be used for key based authentication (rather than using username/password based authentication)
Step 1
Download puttygen fromĀ https://www.chiark.greenend.org.uk/~sgtatham/putty/latest.html
Step 2
Run the program and click the generate button. Move the mouse around the program to randomly until the progress bar finishes to generate the key pair. Once finished save the public and private keys to a location you will use later.

Step 3
You can now use the public and private key to connect to a remote Linux server. An example is here