PuTTY the ubiquitous SSH / Telnet client is in fact so lightweight that it does not even have a configuration file, an annoyance when you find yourself setting up connection details to the same servers for the nth time.
However a simple export / merge of registry values can allow you to transfer your settings between machines. The registry location in question (named after PuTTY’s original developer) is:
HKEY_CURRENT_USER\Software\SimonTatham
Simply use regedit.exe to export this location to a .reg file which can then be merged with the registry on any other Windows box.