I now can start sshd. F.i. from bash -
{0}[p:\etc\ssh] bash
P:\USR\BIN\bash.exe-5.0# /usr/sbin/sshd -D
Sort of connection does work but can't do anything like can be done on linux hosts.
I had to create keys with -
ssh-keygen -t rsa -f /etc/ssh/ssh_host_rsa_key
ssh-keygen -t dsa -f /etc/ssh/ssh_host_dsa_key
ssh-keygen -t ecdsa -f /etc/ssh/ssh_host_ecdsa_key
ssh-keygen -t ed25519 -f /etc/ssh/ssh_host_ed25519_key