First, make sure that <git>/usr/bin is added to your PATH (in addition of <git>/bin, with <git> being the PATH where you installed Git)
And use the latest Git for Windows.
Second, don't use putty. As explained in BitBucket (for bitbucket.com, but that applies to a BitBucket server too), all you need is ssh-keygen.
ssh-keygen -t rsa -C "key for BitBucket access" -q -P ""
That will create an id_rsa and id_rsa.pub in your $HOME/.ssh (with $HOME, on Windows, being set by default by Git cmd or Git bash to your %USERPROFILE%: C:\Users\myLogin)
Copy the content of id_rsa.pub (the public key) to your profile in your BitBucket server.
Then try a ssh -T git@yourBitBucketServer: if it asks you to register the server, answer 'y' (yes): your $HOME/.ssh/known_hosts will be updated.
Try again an ssh -T git@yourBitBucketServer and it should work without any more prompt.