Step 1. Download Putty-keygen Installer by using below link.

https://the.earth.li/~sgtatham/putty/latest/x86/puttygen.exe

Step 2. Open Putty-keygen & click on Generate to Generate a new key.

Step 3. Now move your mouse randomly because it will help you to generate a new key pair.

Step 4. New key is generated successfully you can save the key by Click on Save Private Key button.

Step 5. After click on Save private key button pop up warning box will appear. Click on Yes to continue.

Step 6. Specify the name for that key & Save the key in your Local System.