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This page expects that you've followed this guide
Use the keypair created in Horizon
When you create a keypair in Horizon (the web GUI), you will end up with dowloading a .pem file. This file can not be used in PuTTy directly, and has to be converted to a format that PuTTy undertandsunderstands.
Open puttygen, and select File -> Load private key
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Copy the content in the textbox Public key for pasting into OpenSSH authorized_keys file. This content should be pasted into Horizon in this step.
Your existing keypair should now be available in SkyHiGh, and you can use your existing .ppk when connecting to your virtual Linux Machine.