To create SSH key pair (private and public) in Windows you need to install puttygen.exe application.
You can download it from http://www.chiark.greenend.org.uk/~sgtatham/putty/latest.html.
After installation please run puttygen.exe.
 

Click "Generate" button and move the mouse cursor randomly over the blank area.

You will obtain the following screen.
 

Mark and copy the text from the field under the title "Public key for pasting into OpenSSH authorized_keys file".
Open the notepad and paste the whole text into new file.

Save the file in the location of your choice (eg. C:\temp) and give the file a name (eg. key-01.pub).

ATTENTION: the above method works well with Openstack.
If instead of copy-and-paste you save the public key by clicking "Save public key" in puttygen.exe, the key will not be accepted by Openstack (it has different format from that in the field under the title "Public key for pasting into OpenSSH authorized_keys file").

Login to https://creodias.eu and go to Compute  -> Key Pairs

Click "Import Key Pair".

Give the new Key Pair the name (eg. key-01).
Paste the public key (obtained with puttygen.exe and saved in separate file) into Public Key field.

Click "Import Key Pair" button.
If you go to Compute -> Access & Security, you will see the new Key Pair on the list.

Come back to puttygen.exe application and click "Save private key" button.
Save the key in the location of your choice (eg. C:\temp) and give the key name (eg. key-01-priv).
The private key should be saved with the extension .ppk (eg. key-01-priv.ppk).

Using the private key and the puTTY.exe application you can login to the VM.

If you would like to learn more about PuTTYgen, learn about the installation or usage guide, we invite you to visit the website www.puttygen.com

More manuals for Windows you can find here