I followed below in windows (With Git for Windows installed)
- Run "Git Gui" (Start --> Git --> Git Gui)
- Click Help and then Show SSH Key
- Click Generate Key if you do not have one already
Note:- this creates the key files under your personal profile folder C:\Users\YourUserID\.ssh\
source: https://stackoverflow.com/questions/11771378/ssh-keygen-is-not-recognized-as-an-internal-or-external-command