Configuring SSH Agent Forwarding in Windows Subsystem for Linux

Configuring WSL is pretty easy, this link offers a good tutorial.

Ensure your distribution of Linux in WSL is fully up to date (some versions have known issues around agent forwarding).

I used Ubuntu 18.04 LTS so I ran:

sudo apt-get update
sudo apt-get upgrade

This left me with a nice up to date install. You can then run the following commands to start and add your key to the ssh agent:

eval $(ssh-agent -s)
ssh-add <path-to-your-ssh-private-key>

Then you can ssh to your host with agent forwarding using

ssh -A <your-remote-host>

Then you can SSH on from there.