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You should see Pagent's icon show up in the system tray at the bottom right of your screen:

Right click on Pagent's Icon and press the Add Key menu item

Navigate to the location where you saved your keys when generated them, select your private key and press the Open button:

Enter your private key's passphrase:

Verify That Your Key Is Available

Right click on Pagent's system tray icon and press the View Keys menu item:

You should now see your key in the key list: