The Key Generation - Finish page displays important information on the use of the key files.
The new public and private keys have been generated. They are currently stored on your local computer. To use these keys for public-key authentication, you have to upload the public keys to the remote host computer.
If you are connected to a remote host, you can automatically upload a copy of your new public key to the server by clicking the Upload Public Key button. The public key file can be uploaded at a later date as detailed in Section Uploading Your Public Key.