You can ssh directly from the Terminal on Mac, but you need to use a .PEM key rather than the putty .PPK key. You can use PuttyGen on Windows to convert from .PEM to .PPK, I’m not sure about the other way around though.
You can also convert the key using putty for Mac via port or brew:
sudo port install putty
or
brew install putty
This will also install puttygen. To get puttygen to output a .PEM file:
puttygen privatekey.ppk -O private-openssh -o privatekey.pem
Once you have the key, open a terminal window and:
ssh -i privatekey.pem user@my.server.com
The private key must have tight security settings otherwise SSH complains. Make sure only the user can read the key.
chmod go-rw privatekey.pem