Hi Mani,
please go through the below links and follow the steps. you need to follow the section 4.1 and 4.3 for set up in the document
https://wiki.scn.sap.com/wiki/display/XI/Generating+SSH+Keys+for+SFTP+Adapters+-+Type+1
https://wiki.scn.sap.com/wiki/display/XI/Generating+SSH+Keys+for+SFTP+Adapters+-+Type+2
Regards
Srinivas