I get this error
WARNING: REMOTE HOST IDENTIFICATION HAS CHANGED
The rest of the error message is similar to here.
I have SSH keys in my server. I have my private key in my desktop. I am not sure where I should put it.
Add correct host key in ~/Users/Sam/.ssh/known_hosts to get rid of this message.
Should I add the public key of my server to the file?
You mean, programatically?
Probably you can find better support at the forums posted in this question:
The issue is that the server's public key has changed from the one used the last time your client connected, and it may be indicative of an attempt to fool you into connecting to a server that's masquerading as your intended target in some fashion, in order to steal your credentials or some other malicious behaviour.
The message also naturally occurs if the public key on the server has been explicitly changed, which can happen for a number of legitimate reasons - a vulnerability in Debian-based Linux distributions in the not-so-distant past necessitated key regeneration for many people, for example.
If you can confirm that you're connecting to the intended destination, and you know that any key change was legitimate, then you can usually accept the key change. Alternatively, as the message explains, you can obtain the server's public key via an alternative (secure) channel and update your client's local copy so it recognises the server's credentials once more.
If you don't control the server, contact the person or organisation that does, and find out whether the change was legitimate.
You don't need to modify your private key in any way; this is nothing to do with your key pair.
If the keys were really changed on the server (ie. you are not a victim of a man-in-the-middle attack), the easiest think to do is get the line number from the message (offending key is in path/known_host:line_number), delete this line, login to the server (and accept the key).