(1) in linux

$ ssh-keygen -t dsa

$ cd .ssh

$ cat id_dsa.pub > authorized_keys

$ chmod 600 authorized_keys

(2) download id_dsa to the windows

(3) open puttygen.exe, load privateKey file id_dsa

(4) save privateKey as your-private-key.ppk

(5) open putty.exe, create a new session, on option SSH->Auth, set privatekey file

(6) on option SSH->Tunnels, add Source prot, and select Dynmic, then click Add button.