The YubiKey 4 and YubiKey NEO support the OpenPGP interface for smart cards which can be used with GPG4Win for encryption and signing, as well as for SSH authentication. These in turn can be used by several other useful tools, like Git, pass, etc. This guide will help you set up the required software for getting things to work.
First things first. The core of everything is GPG4Win. Install the latest version. You will also need to autostart gpg-connect-agent.exe (which comes with GPG4Win) when your computer starts. You can do this by creating a shortcut to
"C:\Program Files (x86)\GNU\GnuPG\gpg-connect-agent.exe" /bye
and placing it in your Startup program group in your Start menu. Changing the Run: setting from Normal window to Minimized makes it slightly less obtrusive at login.
If you haven't already, you will need to setup a PGP key on your NEO.
GPG4Win's smart card support is not rock solid; occasionally you might get error messages when trying to access the YubiKey. It might happen after removing and re-inserting the YubiKey, or after your computer has been in sleep mode, etc. This can be resolved by restarting gpg-agent using the following commands:
gpg-connect-agent killagent /bye
gpg-connect-agent /bye
You might want to put these commands in a BAT-file for quick access.
GPG4Win has support for SSH authentication built-in, which is compatible with the Pageant protocol used by PuTTY. By enabling this support GPG4Win can act as a drop-in replacement for Pageant. Enabling this is done by creating (or editing) the gpg-agent.conf file and adding the following line to it:
enable-putty-support
The file is found in the gnupg directory: %APPDATA%\gnupg (at least on Windows 10). The gpg-agent will need to be restarted (as described in the previous section) for this change to take effect. Once enabled, any application which supports SSH authentication using Pageant should "just work".
If you've installed GPG4Win and enabled PuTTY support, then PuTTY should work out of the box. You can download and install PuTTY here.