To use SSH keys on your windows system follow the steps below:
Install the git extensions for windows. This will (among other things) install the Git Bash shell. Execute a git bash shell. Now create your private/public key pair with the ssh-keygen command (or copy an existing key). Add a passphrase for additonal security.

On windows the ssh files are store in c:\Users\Administrator\.ssh\

Copy the public part to your git server with the ssh-copy-id command.

In Git bash edit your .profile (or create one) and add the coding snippet below:

SSH_ENV=$HOME/.ssh/environment

function start_agent
{
   echo "Initialising new SSH agent..."
   /usr/bin/ssh-agent | sed 's/^echo/#echo/' > ${SSH_ENV}
   echo succeeded
   chmod 600 ${SSH_ENV}
   . ${SSH_ENV} > /dev/null
   /usr/bin/ssh-add;
}

if [ -f "${SSH_ENV}" ]; then
   . ${SSH_ENV} > /dev/null
   ps -ef | grep ${SSH_AGENT_PID} | grep ssh-agent$ > /dev/null || {
      start_agent;
   }
else
   start_agent;
fi

If you have multiple keys you should also create a config file in the .ssh folder. In this file you specifiy which key should be used for what host; like this:

Host yourhost.nl
 IdentityFile ~/.ssh/your_key_for_this_host