I have an SSH access to my web hosting, it works great with PuTTY (I just had to enter my domain, username and password), however it seems much more complicated with SourceTree.
I had some trouble getting SourceTree working with an existing git repo that resided on gitlab. I also had to figure out why it wasn't connecting as I was using puttygen to generate the keys.
Make sure after you generate your keys to export it to the OpenSSH format
You place this file in your c:\user\MYUSERNAME.ssh folder as the file:
the id_rsa is the private key file and .pub is the public key file that you paste into your other application, which in my case was gitlab.