Hi,
create ".ssh" directory if it doesn't exist:
mkdir %USERPROFILE%\.ssh
cd /D %USERPROFILE%\.ssh
Create ED25519 key (is new default by OpenSSH):
ssh-keygen -t ed25519 -f "userid_AT_target.server"
Convert the private key to PPK format with "winscp":
cd /D C:\Program Files (x86)\WinSCP
winscp.com /keygen "userid_AT_target.server" "/output=userid_AT_target.server.ppk"
I've used "winscp" because I've found this (old) command line call by the winscp developer somewhere.
Note: I've used winscp 5.11.3 from 2017-12-14 (installed on our company PC) which creates the PPK2 format by default (which DO currently requires!).
It might have changed with the latest release 6 and might create PPK3 file format by default. Please check the command options and adapt the call maybe. I didn't check until yet.
Use the PPK file as private key file in DO SSH connection settings.
This must work. It does work for me (to connect to a Red Hat 9 server).
Of course you can try Putty to convert. I haven't installed nor tried it. I only use the new Windows Terminal for SSH sessions anymore.
I hope this helps.