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Windows does not come with out of the box tools (that I am aware of) to create an ssh keypair.
You can install the Linux Subsystem für Windows. There you can create a keypair using ssh-keygen
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Alternatively you can install PuTTY that comes with PuTTYgen. In the lower half of PuTTYgen you can define the Keytype and length and then click on generate.
Some flopping the mouse around later you can export your public and private key.
Cheers, Ori