First of all I ask this question, and I don't know if it's wrong to ask it on this page, since it's not a programming thing, but I see that the Git tag exists. But if it's wrong, I apologize.
Assuming that it is accepted, I proceed to comment on my situation:
I was given a project to continue, it is located on GitLab. I have already created my account, I have not created the SSH keys that it asks for to start. Seeing tutorials and others on the Internet, it makes me understand (if I'm wrong, someone correct me, please) that I need to have Linux. It should be noted that I have Windows. I know that I can download a virtual machine and continue it there last, but I really find it somewhat annoying to be in a virtual machine, but according to your answers I will continue it in Ubuntu (I guess).
Is GitLab for Linux and GitHub for windows? Because I had my repositories on GitHub and everything was fine, I didn't have to do what I'm doing or trying to do with GitLab. If not, could someone guide me or lastly, send me a YouTube tutorial, or manual, something to solve my situation, which I summarize.
I want to continue the project without the need to use a Linux virtual machine or any other operating system
Both Gitlab, BitBucket, Github, GitBucket... all these pages are nothing more than online servers where you can save a remote and accessible copy according to the permissions you give your git repository. You could set up a private one yourself if you felt like it.
That implies that they are agnostic of the operating system you use, in the same way that google drive, microsoft onedrive, dropbox or mega are agnostic of the operating system, the only thing that matters to them is that the file you upload meets their requirements (in your case that be a valid git repository)
The ssh keys they ask for are to securely connect to the server without the need to provide login every time you want to connect, and can be generated on windows with the git client for windows. You can also skip this step but then you will have to use the https protocol and use your login every time you want to connect to the remote repository .