Install Putty Tools:

sudo apt install putty-tools

Now Make A SSH Dir, If One Is Not There:

mkdir .ssh

cd .ssh

Let's Make A Empty File:

touch authorized_keys

Let's Set Up Some Permissions:

chmod 700 ~/.ssh
chmod 600 ~/.ssh/authorized_keys

Now Run The Following Command In The SSH Dir:

ssh-keygen

Run The Following Command To Add The Key To The Authorized_Keys File:

cat id_rsa.pub >> authorized_keys

Now Run The Following:

puttygen id_rsa -o id_rsa.ppk

Once You Copied The Three Files, You Should Delete Them If You Want:

rm id_rsa
rm id_rsa.pub
rm id_rsa.ppk