The ‘Key fingerprint’ box shows you a fingerprint value for the generated key. This is derived cryptographically from the public key value, so it doesn't need to be kept secret; it is supposed to be more manageable for human beings than the public key itself.
The fingerprint value is intended to be cryptographically secure, in the sense that it is computationally infeasible for someone to invent a second key with the same fingerprint, or to find a key with a particular fingerprint. So some utilities, such as the Pageant key list box (see section 9.2.1) and the Unix ssh-add utility, will list key fingerprints rather than the whole public key.
By default, PuTTYgen will display SSH-2 key fingerprints in the ‘SHA256’ format. If you need to see the fingerprint in the older ‘MD5’ format (which looks like aa:bb:cc:...), you can choose ‘Show fingerprint as MD5’ from the ‘Key’ menu, but bear in mind that this is less cryptographically secure; it may be feasible for an attacker to create a key with the same fingerprint as yours.