Import ~/.ssh/config into Putty

I must also apologize, I hate when people answer "Don't do what you asked, use this other software instead". Hope you don't mind. https://cygwin.com/install.html

If you're familiar with ssh on linux, I might recommend not migrating to PuTTy.

I have fully abandoned PuTTy on my windows workstation and instead live in cygwin + tmux + openssh.

Just copy your .ssh/config to your home directory in Cygwin and you'll be good to go.

My suggestion does assume that you have permissions to run the cygwin-setup.exe