1. create public and private key on AIX - just as you have.
2. add the public key to $HOME/.ssh/authorized_keys on the AIX box.
3. ensure the keys and authorized_keys are -rw-------
4. transfer the private key to windows - just like you have
5. use puttygen to create a putty type key identity.ppk - just like you have
So you are nearly there, but the server does *nothing* with identity and identity.pub, they are ignored. It is only interested in $HOME/.ssh/authorized_keys. Similarly the ssh client on AIX is only interested in (a) $HOME/.ssh/identity and (b) $HOME/.ssh/known_hosts.
If $HOME/.ssh/authorized_keys does not exist then
Code:
cd .ssh
cp identity.pub authorized_keys
chmod 600 authorized_keys
