On the SSH server
1. Enable optional feature "OpenSSH server" in windows
2. Start OpenSSH service "services.msc"
From SSH client
1. ssh-keygen
2. scp c:\USERS\demo\.ssh\id_rsa.pub demo@SERVER:.\ssh
3. Install vscode-insider
4. In vscode-insider, install extension "Remote Development", in its config, add "remote.SSH.windowsRemotes": ["my-windows-host-name"].
Refs:
https://github.com/microsoft/vscode-docs/blob/master/remote-release-notes/v1_39.md#remote---ssh-for-windows-remotes
