Either add the following to the [ui]-section of the mercurial.ini in your home directory (assuming your key is in “C:\Users\UserName\mykey.ppk”):
[ui]
ssh = tortoiseplink.exe -ssh -i "C:\Users\UserName\mykey.ppk"
or use Pageant, found in the TortoiseHg installation path (e.g. C:\Program Files\TortoiseHg\Pageant.exe). Start it, double click the taskbar-icon that appears, and add the .ppk-file.