If you're running on linux or generating your key there (or maybe you can?) then you can use
puttygen -t rsa -C "my home key" -o mykey.ppk
If you don't have puttygen already, then sudo apt install putty-tools or the appropriate command on your system to install it.
Otherwise if you're on windows I can't see how you can actually do it, other than generating the key on another machine.