The first step is to create the key pair on the client machine (there is a good chance that this will just be your computer):
ssh-keygen -t rsa -b 4096 -C "[email protected]"
This creates a new ssh key, using the provided email as a label. The entire key generation process looks like this:
Generating public/private rsa key pair.
Enter file in which to save the key (/home/demo/.ssh/id_rsa):
Enter passphrase (empty for no passphrase):