For the SSH setup, you will primarily follow along with the prompts that are presented in the window that pops up. However, here are some additional steps to help guide you through this process.
If your host can't be authenticated, enter "yes" at the prompt.
Enter the password which belongs to the user you specified in Remote User Name.
The prompts will ask you to enter a passphrase. We recommend not specifying a passphrase so that it can be used without requiring user interaction.
You will then be prompted to enter the password for the user name again to complete the process.
At this point, you should successfully have generated your SSH key and are ready to start building iOS games from editor on PC.