Starting ssh-agent on Windows 10 fails: “unable to start ssh-agent service, error :1058”

Question

When I try to start the ssh-agent on Windows 10 via PowerShell (with elevated right or without) by entering Start-Service ssh-agent I get the error

Answer 1

I get the same error in Cygwin. I had to install the openssh package in Cygwin Setup.

(The strange thing was that all ssh-* commands were valid, (bash could execute as program) but the openssh package wasn't installed.)