Gee, what a title. I know this post is going to be popular.
First, you need to generate your public key from your private key like this:
ssh-keygen -y -f yourkey.pem > yourkey.pub
Then, in Secure Shell, select the “Import…” link to bring up a file picker. You must import two files for each identity. A private key and a public key. For example, you would select both “yourkey.pem” and “yourkey.pub”.
It should look something like this:
Then just connect! Once connected, you can bookmark the page for instant access.