I am using Windows 10 built-in OpenSSH.
I copied my public and private keys to %userprofile%\\.ssh<br>
I wrote a small batch script for my users to use after they find their keys from the cmd prompt with: where *.pub<br>

Rem You must replace **PublicKeyFilename** and **PrivateKeyFilename** with actual file names.<br>
md %userprofile%\\.ssh<br>
copy PublicKeyFilename % userprofile%\\.ssh<br>
copy PrivateKeyFilename % userprofile%\\.ssh<br>
cd %userprofile%\\.ssh<br>
icacls .\\PublicKeyFilename /inheritance:r<br>
icacls .\\PrivateKeyFilename /inheritance:r<br>
icacls .\\PublicKeyFilename /grant:r "%username%":"(F)"<br>
icacls .\\PrivateKeyFilename /grant:r "%username%":"(F)"<br>

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.