1. On your Windows machine I suggest installing Cmder console emulator, visit http://cmder.net/ and then download and install the Full package (with git-for-windows)

2. Open Cmder or other console software on your Windows machine, navigate to root directory, create .ssh directory and enter it

cd ~
mkdir .ssh
cd .ssh

3. Create SSH key pair id_rsa & id_rsa.pub (-t is type, -b is bytes, -f is filename)

ssh-keygen -t rsa -b 4096 -f id_rsa -C "email@domain.com"

4. Display the public key on the screen, select the printed text and copy it to clipboard

cat id_rsa.pub

5. Login to your Ubuntu Server and install OpenSSH in case you don't have it yet

sudo apt-get install openssh-server

Before you do that, don't forget to update the repositories with:

 sudo apt-get update

6. On your Ubuntu Server machine, navigate to root directory, create .ssh directory and enter it

cd ~
sudo mkdir .ssh
cd .ssh

7. Create a file authorized_keys and open it for edit

touch authorized_keys 
nano authorized_keys

6. Paste previously copied public key and paste it to this file

7. Logout from Ubuntu Server and try to login from your Windows machine

ssh username@192.168.1.100

(use your own Ubuntu Server root username & IP address)

8. If you're connecting to eg. GitHub via SSH, test your connection with this command:

ssh -T git@github.com

Copy public SSH key to your server

When you create SSH key pair on your computer, you can copy the public key to your server via terminal (console).

cat ~/.ssh/id_rsa.pub | ssh username@192.168.1.100 'cat >> .ssh/authorized_keys && echo "Key copied"'