The method is very similar with Windows machine, but much easier, just two steps. The key is ssh-keygen. This works with WSL also.

Update: 2021-06-09

1. Generate local SSH key.

ssh-keygen
Generating public/private rsa key pair.
Enter file in which to save the key (/home/td/.ssh/id_rsa): /home/td/.ssh/ID_NAME_HERE

2. Copy the key to the remote server.

ssh-copy-id -i ~/.ssh/ID_NAME_HERE.pub your@remote.server

3. Set file permissions

Set the permisson to user only, otherwise it will not work.

chmod 700 .ssh/
cd .ssh/
chmod 600 *

4. login to the remote server from terminal

ssh -i ~/.ssh/ID_NAME_HERE your@remote.server

You can also add the alias.

alias connect_greene="ssh -i ~/.ssh/ID_NAME_HERE your@remote.server"

PS: The SSH key does not work for me using the NYU-VPN. It works when connecting to NYU wifi or internet.