I am using Windows 10 built-in OpenSSH.
I copied my public and private keys to %userprofile%.ssh
I wrote a small batch script for my users to use after they find their keys from the cmd prompt with: where *.pub
Rem You must replace and with actual file names.
md %userprofile%/.ssh
copy % userprofile%/.ssh
copy % userprofile%/.ssh
cd %userprofile%/.ssh
icacls ./<PublicKeyFilename> //inheritance:r
icacls ./<PrivateKeyFilename> //inheritance:r
icacls ./<PublicKeyFilename>//grant:r "%username%":"(F)"
icacls ./<PrivateKeyFilename> //grant:r "%username%":"(F)"
The final step was right-clicking the file, Properties, Security, and editing the permissions to remove everyone except my username and setting the permissions for myself to Read.