This post includes a quick snippet to start a SSH agent using Cygwin under Windows.
Starting a SSH Agent
The command to start a SSH agent is
ssh-agent. However just running this wont set up your terminal to use it properly.
To properly set up your SSH agent and configure it in your terminal you will need to run the following command.
Doing this should then print out the process ID (PID) of the agent process.
Once this is done you should be able to use
ssh-add to add keys to the SSH agent. This will then be used when you use SSH to connect to other computers.