You will see the PuTTY key generator dialog box on your screen.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.
