(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.