Firstly, check whether you already have an SSH key pair set up on your local machine. Usually, the SSH keys are stored under a .ssh directory under your home directory:
$ cd ~/.ssh/ && ls -ahltotal 116Kdrwx------ 2 dli dli 4.0K Jul 10 10:39 .drwxr-xr-x 94 dli dli 16K Sep 12 18:59 ..-rw-r--r-- 1 dli dli 151 Mar 6 2018 config-rw------- 1 dli dli 3.2K Oct 2 2017 id_rsa-rw-r--r-- 1 dli dli 740 Oct 2 2017 id_rsa.pub-rw-r--r-- 1 dli dli 80K Sep 12 19:08 known_hosts
If you see output similar to this, then you already have an SSH key and can skip ahead to the Adding SSH key to remote server section; otherwise, carry on with creating an SSH key.