I'm interested in setting up some basic security on an ubuntu 16.4 vps that I'm working on. I'm reading through https://www.codelitt.com/blog/my-first-10-minutes-on-a-server-primer-for-securing-ubuntu/ and http://plusbryan.com/my-first-5-minutes-on-a-server-or-essential-security-for-linux-servers.
One of the recommendations is to use ssh keys, instead of passwords. I already have a public key on my server at ~/.ssh/authorized_keys. I'm now trying to set up winscp (a windows client) with a path to my local private key. But when I do this I see the message in the screenshot. I'm concerned that If I convert the file it will no longer work with the public key on the server. Will this be a problem?