Start the PuTTYgen utility, by double-clicking on its .exe file
For Type of key to generate, select SSH-2 RSA
In the Number of bits in a generated key field, specify 4096
(increasing the bits makes it harder to crack the key by brute-force methods)
Click the Generate button
Move your mouse pointer around in the blank area of the Key section, below the progress bar (to generate some randomness) until the progress bar is full
A private/ public key pair has now been generated
In the Key comment field, enter any comment you'd like, to help you identify this key pair, later (e.g. your e-mail address; home; office; etc.) -- the key comment is particularly useful in the event you end up creating more than one key pair
Optional: Type a passphrase in the Key passphrase field & re-type the same passphrase in the Confirm passphrase field (if you would like to use your keys for automated processes, however, you should not create a passphrase
Click the Save public key button & choose whatever filename you'd like (some users create a folder in their computer named my_keys)
Click the Save private key button & choose whatever filename you'd like (you can save it in the same location as the public key, but it should be a location that only you can access and that you will NOT lose