Most SSH-1 clients use a standard format for storing private keys on disk. PuTTY uses this format as well; so if you have generated an SSH-1 private key using OpenSSH or ssh.com's client, you can use it with PuTTY, and vice versa.
However, SSH-2 private keys have no standard format. OpenSSH and ssh.com have different formats, and PuTTY's is different again. So a key generated with one client cannot immediately be used with another.
Using the ‘Import’ command from the ‘Conversions’ menu, PuTTYgen can load SSH-2 private keys in OpenSSH's format and ssh.com's format. Once you have loaded one of these key types, you can then save it back out as a PuTTY-format key (*.PPK) so that you can use it with the PuTTY suite. The passphrase will be unchanged by this process (unless you deliberately change it). You may want to change the key comment before you save the key, since OpenSSH's SSH-2 key format contains no space for a comment and ssh.com's default comment format is long and verbose.
PuTTYgen can also export private keys in OpenSSH format and in ssh.com format. To do so, select one of the ‘Export’ options from the ‘Conversions’ menu. Exporting a key works exactly like saving it (see section 8.2.8) - you need to have typed your passphrase in beforehand, and you will be warned if you are about to save a key without a passphrase.
Note that since only SSH-2 keys come in different formats, the export options are not available if you have generated an SSH-1 key.