Using puttygen, generate a key. I use RSA, SSHv2 keys @ >2048 bits personally, but it's your choice.
Next find the function in puttygen which lets you export an OpenSSH public and private keypair. Take the public key and append it to the end of ~/.ssh/authorized_keys on the server, making sure you remove any keys you've appended previously that aren't in OpenSSH format (i.e. the Putty keys you mention in your previous comment).
Do this multiple times for the different keys you want to be able to sign into the server. Pagent on your local box holds the Private key, but it might want to read the .PPK file instead of the private key file you exported.
Please do note that, once either of the users has logged in, they can change the authorized_keys file and lock out the other user. In other words, this is not a security-focussed setup, and there's not much you can do to make it so. Your only options are to look at limiting the commands a user can run and not giving them a shell ("man authorized_keys" and search for the sections talking about "command=" and "no-pty"), or to ask the server's sysadmin to relocate where authorized_keys is located (the AuthorizedKeysFile setting in /etc/ssh/sshd_config).
Failing that, give both users a separate login and use the server's user/group file ownership ACLs to their full effect. That's probably best, to be honest ...