How to setup SSH/PuTTY to use Yubikey OpenPGP authentication?

I had the same problem with my YubiKey 5 NFC and it seems PuTTY couldn't read the config or pubring files:

• Changing the home directory for gpg on Windows 10 solved the problem:
  From: %APPDATA%\gnupg\ To: %HOMEPATH%\gnupg\
  • Check the gpg home directory: gpg --version
  • Change the home directory: create environment variable GNUPGHOME within the new home directory