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Windows: pick one route

All three routes end at the same place: ssh vps2. Pick the one that fits how you already work — do not mix them up, or your alias will live in a different place than you expect.

PowerShell (new)Git BashWSL (Ubuntu)
Scriptconnect-vps.ps1connect-vps.shconnect-vps.sh
You needWindows OpenSSH client (usually built in)Git for WindowsWSL + Ubuntu from the Microsoft Store
Alias lives in%USERPROFILE%\.ssh\config — shared with PowerShell and Git Bash~/.ssh/config — the same Windows file as PowerShellInside WSL only (~/.ssh/config in Linux)
After setup, ssh vps2 works inPowerShell (and Git Bash)Git Bash (and PowerShell)WSL terminal only
Best forYou live in PowerShellYou already use Git BashYou want a full Linux terminal
Recommendation: if you are on Windows and unsure, start with PowerShell — it is the route with nothing extra to install for most Windows 10/11 PCs.
Does NOT work: double-clicking a .sh file; running ./connect-vps.sh in PowerShell or CMD; running .\connect-vps.ps1 in CMD. A Bash script needs a Bash terminal (Git Bash or WSL), and a PowerShell script needs PowerShell.

Quick commands

.\connect-vps.ps1 -Name vps2 -Host <VPS-IP>
./connect-vps.sh --name vps2 --host <VPS-IP>
ssh vps2

See the PowerShell tab for execution-policy help, and the Bash tab for the Bash options.