On a Windows platform, I use SSH tools in two incarnations: a) Cygwin, or b) PuTTY.
When using PuTTY, to connect to a destination host, it is convenient to use pageant as a memory resident program to hold 'opened' private keys.
When using SSH on Cygwin, ssh-pageant can be installed via the Cygwin installer. The trick for linking ssh-pageant to the Windows resident pageant is to put the following into .bashrc:
# ssh-pageant eval $(/usr/bin/ssh-pageant -r -a "/tmp/.ssh-pageant-$USERNAME")