Update for Git Bash on Windows 10: on my system, git bash app will work over the ssh layer (brought by OpenSSH) look for an environment variable called HOME (To Windows key and type in "env" to edit env vars). If this variable points to a place that doesn't exist, git bash may never open.
Like on Linux, Git Bash app will look for its config
file in %HOME%\.ssh
.
e.g. If you set HOME to C:\Users\Yourname
, than it will look for C:\Users\Yourname\.ssh
Finally, within config text file, git bash will look for IdentifyFile
path.
On Windows, set the path using cygwin notation.
e.g. to /e/var/www/certs/keys/your_passwordless_key.key
Bonus: for free, PHPStorm will use that setup. Restart IDE if you've just changed settings.