With default option, putty cannot connect to OpenSSH due to authentication problem.

You can run sshd with -D or -d (debug) option, and will find that "Password authentication" is disabled while putty uses this as default authentication method.

The solutions are

1. Uncomment the  PasswordAuthentication item in /etc/ssh/sshd_config and set it to yes

2. Use agent based authentication method in putty.