Make sure you use Windows Build 1809 or newer, you can check this by executing the following command via WIN + R

winver

If this is the case, choose one of the following installation methods.

Go to Settings → Apps → Apps and features → Optional features
or run the following command via WIN + R

ms-settings:appsfeatures

Click on “Add feature” and search for “openssh”, then install “OpenSSH Server”

Open PowerShell as Admin

# Install the OpenSSH Server
Add-WindowsCapability -Online -Name OpenSSH.Server~~~~0.0.1.0

# (Optional) Install the OpenSSH Client
Add-WindowsCapability -Online -Name OpenSSH.Client~~~~0.0.1.0

Source: docs.microsoft.com - Get started with OpenSSH for Windows (EN)

Open PowerShell as Admin

dism /Online /Add-Capability /CapabilityName:OpenSSH.Server~~~~0.0.1.0

Open PowerShell as Admin

# Start the sshd service
Start-Service sshd

# OPTIONAL but recommended:
Set-Service -Name sshd -StartupType 'Automatic'

Go to Settings → Apps → Apps and features → Optional features
or run the following command via WIN + R

ms-settings:appsfeatures

OpenSSH Server should be listed as “installed feature”

Open PowerShell

Get-WindowsCapability -Online | ? Name -like 'OpenSSH.Server*'

Usually the port will be opened when installing OpenSSH, to check if its opened and add if not, execute the following code via PowerShell (admin)

if (!(Get-NetFirewallRule -Name "OpenSSH-Server-In-TCP" -ErrorAction SilentlyContinue | Select-Object Name, Enabled)) {
    Write-Output "Firewall Rule 'OpenSSH-Server-In-TCP' does not exist, creating it..."
    New-NetFirewallRule -Name 'OpenSSH-Server-In-TCP' -DisplayName 'OpenSSH Server (sshd)' -Enabled True -Direction Inbound -Protocol TCP -Action Allow -LocalPort 22
} else {
    Write-Output "Firewall rule 'OpenSSH-Server-In-TCP' has been created and exists."
}

Source: https://docs.microsoft.com/de-de/windows-server/administration/openssh/openssh_install_firstuse - OpenSSH installieren (DE)