For the same, go to Windows -> Start Menu -> All Programs -> PuTTY -> PuTTYgen.
Once you install the PuTTY on your machine, you can easily run PuTTYgen.Below is the complete guidance about how to generate RSA key in Windows operating system: PuTTYgen is used to generate public or private key pair for creating SSH keys. 2.3.2 Various Command Line Options of PuTTY in Linux.2.3.1 Generate Key Pair for Authentication in Linux.