Command line on Windows (10+) nowadays doesn’t have to be only PuTTY to a remote Linux machine. In fact many Linux concepts were incorporated on Windows.
Windows Subsystem for Linux
First, activate WSL. Since I enjoy using Fedora, and not Ubuntu, this guide by Jonathan Bowman has helped me to set WSL exactly as I like.
Windows native SSH clients
Yes, it has tools from OpenSSH, such as the plain ssh client, ssh-agent and others. No need for PutTTY.
This guide by Chris Hastie explains how to activate SSH Agent with your private key. I’m not sure it is fairly complete, since I didn’t test yet if it adds your key in session startup for a complete password-less experience. I’m still trying.
Windows Terminal
The old command prompt is very limited, as we know, and obsolete. Luckily, Microsoft has released a new, much improved, Terminal application that can be installed from the Store.

It allows defining sessions with custom commands as ‘wsl
‘ (to get into the Fedora WSL container installed above), ‘cmd
‘, ‘ssh
‘. I use tmux in all Linux computers that I connect, so my default access command is:
ssh -l USERNAME -A -t HOSTNAME "tmux new-session -s default -n default -P -A -D"
Windows Terminal app is highly customizable, with colors and icons. And this repo by Mark Badolato contains a great number of terminal color schemes. Select a few from the windowsterminal folder and paste their JSON snippet into the file %HOME%\AppData\Local\Packages\Microsoft.WindowsTerminal_8wekyb3d8bbwe\LocalState\settings.json
.