1 - Do I need to convert the private key (which stays on the Windows machine) to OPENSSH format?
3 - What command do I use on the Ubuntu machine to convert the public key generated by PuttyGen into OpenSSH format?
4 - I can do it with the GUI, right? As shown in the screenshot above. I make sure it's a single line.
Like I said I've tried 2 or 3 different tutorials and I only get Server refused our key.
1) No, you dont.
3) I dunno, but a quick google search tells me that the puttygen GUI has a conversion function. also note that you can do this step on your client or host machine, it doesnt matter.
4) You can edit the authorized_keys file with any editor you want, just make sure it has the right permissions