- You need a small utility called pageant that is available from putty's website.
- You of course need a key-pair. Pageant needs private key in putty's format. If (like many of us) you generated key on a linux machine then it's most likely in openssh format. puttygen (another utility) can convert it to putty format.
- Convert the private key and store it somewhere on local.
- Fire up pageant and load your key in there. It just sits in the background (just like ssh-agent).
- Use usual setup on Linux server for putlic keys. That is, put your putlic key in ~/.ssh/authorized_keys file.
- Open putty session by using the username@host pattern. Under SSH->Auth category select "Attempt authentication using pageant" and "Allow agent forwarding". The later will forward private keys between sessions making it easy to go from one server host to another without using password (just like ssh -A on Unix/Linux).
I guess you're good to go.