You can complete these steps with the Azure Cloud Shell, a macOS or Linux host, the Windows Subsystem for Linux, and other. I have setup public key authentication for the first user, and it works just fine, however, I can't login with the second user. Using a text editor, create a file in which to store your private key.
Most notably it does not begin with 'ssh-rsa' or 'ssh-dss'. I tried just copying the *public (https://srirejekifastboat.com/content/uploads/files/download/public-key-error-ssh.zip) key* part and prepending 'ssh-rsa' to it but I get the same error on GitHub.